Factor‐Related and Specific Returns of Common Stocks: Serial Correlation and Market Inefficiency
- Abstract
- Full Text PDF
- Author(s): THOMAS FARQUHAR, BARR ROSENBERG, ANDREW RUDD
- Published: Apr 30, 2012
- Pages: 543-554
- DOI: 10.1111/j.1540-6261.1982.tb03575.x