Common risk factors in the returns on stocks and bonds

Fama, Eugene F.; French, Kenneth R.

doi:10.1016/0304-405X(93)90023-5

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Common risk factors in the returns on stocks and bonds

Author(s): Eugene F. Fama , Kenneth R. French

Publication date Created: February 1993

Publication date (Print): February 1993

Journal: Journal of Financial Economics

Publisher: Elsevier BV

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Title: Journal of Financial Economics

Abbreviated Title: Journal of Financial Economics

Publisher: Elsevier BV

ISSN (Print): 0304405X

Publication date Created: February 1993

Publication date (Print): February 1993

Volume: 33

Issue: 1

Pages: 3-56

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DOI: 10.1016/0304-405X(93)90023-5

SO-VID: 87ca323b-fef4-402b-84c6-4b2c48ecf647

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Common risk factors in the returns on stocks and bonds

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