Information Journal Paper
APA:
CopyASNESS, C.S., LIEW, J.M., & STEVENS, R.L.. (1997). PARALLELS BETWEEN THE CROSS-SECTIONAL PREDICTABILITY OF STOCKS AND COUNTRY RETURNS. JOURNAL OF PORTFOLIO MANAGEMENT, 23(3), 79-87. SID. https://sid.ir/paper/603836/en
Vancouver:
CopyASNESS C.S., LIEW J.M., STEVENS R.L.. PARALLELS BETWEEN THE CROSS-SECTIONAL PREDICTABILITY OF STOCKS AND COUNTRY RETURNS. JOURNAL OF PORTFOLIO MANAGEMENT[Internet]. 1997;23(3):79-87. Available from: https://sid.ir/paper/603836/en
IEEE:
CopyC.S. ASNESS, J.M. LIEW, and R.L. STEVENS, “PARALLELS BETWEEN THE CROSS-SECTIONAL PREDICTABILITY OF STOCKS AND COUNTRY RETURNS,” JOURNAL OF PORTFOLIO MANAGEMENT, vol. 23, no. 3, pp. 79–87, 1997, [Online]. Available: https://sid.ir/paper/603836/en