University of California, Berkeley and Cornell University. We appreciate the contributions of Jirvendra Kale and Ken Reid. This research was supported by BARRA.
Return Expectations in Active Investment Management
Factor-Related and Specific Returns of Common Stocks: Serial Correlation and Market Inefficiency
Version of Record online: 30 APR 2012
© 1982 the American Finance Association
The Journal of Finance
Volume 37, Issue 2, pages 543–554, May 1982
How to Cite
ROSENBERG, B. and RUDD, A. (1982), Factor-Related and Specific Returns of Common Stocks: Serial Correlation and Market Inefficiency. The Journal of Finance, 37: 543–554. doi: 10.1111/j.1540-6261.1982.tb03575.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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