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      Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns

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          Common risk factors in the returns on stocks and bonds

          Eugene Fama, Kenneth French (1993)
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            An Intertemporal Capital Asset Pricing Model

            ROBERT MERTON (1973)
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              Investor Sentiment and the Cross-Section of Stock Returns

              MALCOLM BAKER, JEFFREY WURGLER (2006)
              Article 0 comments Cited 424 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Review of Financial Studies
                Abbreviated Title: Rev. Financ. Stud.
                Publisher: Oxford University Press (OUP)
                ISSN (Print): 0893-9454
                ISSN (Electronic): 1465-7368
                Publication date Created: January 14 2010
                Publication date (Print): January 22 2010
                Volume: 23
                Issue: 1
                Pages: 305-344
                Article
                DOI: 10.1093/rfs/hhp029
                SO-VID: 48e0209e-f0dc-45ab-9113-69791e14f357
                Copyright © © 2010
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