Expected returns and bank soundness: An empirical analysis using the Fama-French cross-section of expected stock returns.

David H. Downs; Gary A. Patterson

Expected returns and bank soundness: An empirical analysis using the Fama-French cross-section of expected stock returns.

David H. Downs
, Gary A. Patterson

University of South Florida

Research output: Contribution to conference › Presentation

Original language	American English
State	Published - Oct 1 1994

Disciplines

Business
Finance

Cite this

@conference{e2224b45e41d4c45a6e406c4b4abc582,

title = "Expected returns and bank soundness: An empirical analysis using the Fama-French cross-section of expected stock returns.",

author = "Downs, \{David H.\} and Patterson, \{Gary A.\}",

note = "Downs, D.H. \& Patterson, G.A. (1994). Expected returns and bank soundness: An empirical analysis using the Fama-French cross-section of expected stock returns. Paper presented at the Financial Management Association conference, St. Louis, MO, October 1994.",

year = "1994",

month = oct,

day = "1",

language = "American English",

}

TY - CONF

T1 - Expected returns and bank soundness: An empirical analysis using the Fama-French cross-section of expected stock returns.

AU - Downs, David H.

AU - Patterson, Gary A.

N1 - Downs, D.H. & Patterson, G.A. (1994). Expected returns and bank soundness: An empirical analysis using the Fama-French cross-section of expected stock returns. Paper presented at the Financial Management Association conference, St. Louis, MO, October 1994.

PY - 1994/10/1

Y1 - 1994/10/1

UR - https://digitalcommons.usf.edu/fac_publications/954

M3 - Presentation

ER -

Expected returns and bank soundness: An empirical analysis using the Fama-French cross-section of expected stock returns.

Disciplines

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Cite this