The Seasonal Stability of the Factor Structure of Stock Returns

• 1 December 1987
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 42  (5) , 1195-1211
• https://doi.org/10.2307/2328522

Abstract

Keywords

• STOCK RETURNS
• FACTOR ANALYSIS
• FACTOR STRUCTURE
• COVARIANCE
• SEASONAL STABILITY
• MATRICES
• APT
• STABLE
• CORRELATION COEFFICIENTS