David Heike

Lehman Brothers, Inc.

745 Seventh Avenue

New York, NY 10019

United States

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Scholarly Papers (1)

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Is it a Factor? Time Series Restrictions on Factors

Number of pages: 43 Posted: 27 Apr 2004
David Heike and Gautam Kaul
Lehman Brothers, Inc. and University of Michigan, Stephen M. Ross School of Business
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Abstract:

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Factors, stock returns, strong exogeneity