Treasury Bill Factors and Common Stock Returns

Abstract

The Journal of FinanceVolume 36, Issue 2 p. 337-350 Empirical Tests of Multi-Factor Pricing Model Treasury Bill Factors and Common Stock Returns GEORGE S. OLDFIELD JR., GEORGE S. OLDFIELD JR.Search for more papers by this authorRICHARD J. ROGALSKI, RICHARD J. ROGALSKIGraduate School of Business and Public Administration, Cornell University and The Amos Tuck School of Business Administration, Dartmouth College. We thank Nancy Bower for data analysis and Dorothy Bower for programming assistance. Funding for the study was provided by the Graduate School of Business and Public Administration, Cornell University and the Tuck Associates Research Program at The Amos Tuck School of Business Administration.Search for more papers by this author GEORGE S. OLDFIELD JR., GEORGE S. OLDFIELD JR.Search for more papers by this authorRICHARD J. ROGALSKI, RICHARD J. ROGALSKIGraduate School of Business and Public Administration, Cornell University and The Amos Tuck School of Business Administration, Dartmouth College. We thank Nancy Bower for data analysis and Dorothy Bower for programming assistance. Funding for the study was provided by the Graduate School of Business and Public Administration, Cornell University and the Tuck Associates Research Program at The Amos Tuck School of Business Administration.Search for more papers by this author First published: May 1981 https://doi.org/10.1111/j.1540-6261.1981.tb00446.xCitations: 14 Read the full textAboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinked InRedditWechat Citing Literature Volume36, Issue2May 1981Pages 337-350 RelatedInformation