How common are common return factors across NYSE and Nasdaq?
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | ISSN: 0304-405X |
| Author | Villa, Christophe, Goyal, Amit, Pérignon, Christophe |
| Maintainer | CCSD |
| Last Updated | May 13, 2026, 15:07 (UTC) |
| Created | May 13, 2026, 15:07 (UTC) |
| Identifier | hal-00796909 |
| Language | en |
| contributor | Audencia Business School |
| creator | Villa, Christophe |
| date | 2008-05-13T00:00:00 |
| harvest_object_id | b0a2135c-1a6d-4ba1-b98f-02527674747b |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2025-08-20T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/doi/10.1016/j.jfineco.2008.01.004 |
| set_spec | type:ART |