providing citation data for Economics since 2001
Step 1 of 3. This form allows you to add a new citation to our database.
Our data says that the document:
Michael, Weber. (2016) Cash Flow Duration and the Term Structure of Equity Returns.
In: CESifo Working Paper Series. RePEc:ces:ceswps:_6043.
Full description at Econpapers
cites:
Panel I. 1996 Panel II. 2004 Low Duration High Duration Low Duration High Duration Adolph Coors EA Industries Adolph Coors Enzo Biochem Continental Peoplesoft Continental Adobe Systems Chesapeake America Online Chesapeake Neurocrine Bioscs United Industrial Symantec General Motors Penwest Pharma Amcast Industrial McAfee SCS Transportation Martek Bioscs Table A.2: Fama & French 3 Factor Loadings of 10 Portfolios sorted on Duration This table reports time series factor loadings (β) for the Fama & French three-factor model for ten portfolios sorted on duration (Dur) with OLS standard errors in parentheses.
but, as far as we know, such cited document is not available on RePEc.
If you know this information is not correct, you may help us to improve our service giving us the handle of the cited document in the box below. In this way, we could add the citation to CitEc.
Note that if you are the author of a cited document which it is not available on RePEc, you can submit a copy to the Munich Personal RePEc Archive (MPRA). Upload a paper now.