Information Journal Paper
APA:
CopyDANIEL, K., TITMAN, S., & WEI, K.C.J.. (2001). EXPLAINING THE CROSS-SECTION OF STOCK RETURNS IN JAPAN: FACTORS OR CHARACTERISTICS?. JOURNAL OF FINANCE, 56(2), 743-766. SID. https://sid.ir/paper/655681/en
Vancouver:
CopyDANIEL K., TITMAN S., WEI K.C.J.. EXPLAINING THE CROSS-SECTION OF STOCK RETURNS IN JAPAN: FACTORS OR CHARACTERISTICS?. JOURNAL OF FINANCE[Internet]. 2001;56(2):743-766. Available from: https://sid.ir/paper/655681/en
IEEE:
CopyK. DANIEL, S. TITMAN, and K.C.J. WEI, “EXPLAINING THE CROSS-SECTION OF STOCK RETURNS IN JAPAN: FACTORS OR CHARACTERISTICS?,” JOURNAL OF FINANCE, vol. 56, no. 2, pp. 743–766, 2001, [Online]. Available: https://sid.ir/paper/655681/en