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Approximate Factor Structures: Interpretations and Implications for Empirical Tests.

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Resource type
Journal Article
Authors/contributors
Title
Approximate Factor Structures: Interpretations and Implications for Empirical Tests.
Publication
The Journal of Finance
Volume
40
Issue
5
Pages
1367-73
Date
1985-12
DOI
10.1111/j.1540-6261.1985.tb02388.x
Citation
Grinblatt, M., & Titman, S. (1985). Approximate Factor Structures: Interpretations and Implications for Empirical Tests. The Journal of Finance, 40, 1367–1373.
Journals
Link to this record
https://phds.io/papers/2MB9GSY5