%0 Journal Article %A William F. Sharpe %T Factors in New York Stock Exchange security returns, 1931–1979 %D 1982 %R 10.3905/jpm.1982.408884 %J The Journal of Portfolio Management %P 5-19 %V 8 %N 4 %U https://jpm.pm-research.com/content/iijpormgmt/8/4/5.full.pdf