Identifying the Factor Structure of Equity Returns

Larry J. Merville; Suzanne Hayes-Yelken; Yexiao Xu

doi:10.3905/jpm.2001.319813

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Identifying the Factor Structure of Equity Returns

Larry J. Merville, Suzanne Hayes-Yelken and Yexiao Xu

The Journal of Portfolio Management Summer 2001, 27 (4) 51-61; DOI: https://doi.org/10.3905/jpm.2001.319813

Larry J. Merville

Professor of finance in the School of Management at the University of Texas at Dallas in Richardson (TX 75083).

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Suzanne Hayes-Yelken

A lecturer in the School of Management at the University of Texas at Dallas in Richardson (TX 75083).

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Yexiao Xu

Assistant professor of finance in the School of Management at the University of Texas at Dallas in Richardson (TX 75083).

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Identifying the Factor Structure of Equity Returns

Larry J. Merville, Suzanne Hayes-Yelken, Yexiao Xu

The Journal of Portfolio Management Jul 2001, 27 (4) 51-61; DOI: 10.3905/jpm.2001.319813

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Identifying the Factor Structure of Equity Returns

Larry J. Merville, Suzanne Hayes-Yelken, Yexiao Xu

The Journal of Portfolio Management Jul 2001, 27 (4) 51-61; DOI: 10.3905/jpm.2001.319813

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