*001651439
*00520250613174546.0
*007ta
*008050113s2004 xxu 000 u eng d
*00900746cam a2200193 c 4500
*019 $bl
*035 $a(EXLNZ-47BIBSYS_NETWORK)990500622804702201
*035 $a(NO-LaBS)14610419(bibid)
*035 $a(NO-TrBIB)05006228x
*035 $a05006228x-47bibsys_network
*040 $aNO-TrBIB$bnob$ekatreg
*24504$aThe cross-section of volatility and expected returns$cAndrew Ang ... [et al.]
*260 $aCambridge, Mass.$bNational Bureau of Economic Research$c2004
*300 $a55 s.$btab.
*4901 $aWorking paper series / National Bureau of Economic Research$v10852
*7001 $aAng, Andrew$0(NO-TrBIB)3019565$_42334500
*830 0$aWorking paper series (National Bureau of Economic Research : trykt utg.)$x0898-2937$v10852$w999105437124702201$_13074900
*901 $a80
*999 $aoai:nb.bibsys.no:990500622804702202$b2021-11-14T20:38:57Z$z990500622804702202
^