A New Test of Risk Factor Relevance
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DOI: 10.1111/jofi.13135
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Cited by:
- Gorodnichenko, Yuriy & Yin, Xiao, 2024.
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- Antoniou, Constantinos & Mitali, Shema F., 2023. "Do stock-level experienced returns influence security selection?," Journal of Banking & Finance, Elsevier, vol. 157(C).
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