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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IZA Discussion Papers
17120, Institute of Labor Economics (IZA).
- Yuriy Gorodnichenko & Xiao Yin, 2024. "Higher-Order Beliefs and Risky Asset Holdings," NBER Working Papers 32680, National Bureau of Economic Research, Inc.
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- Jiang, Zhengyang & Peng, Cameron & Yan, Hongjun, 2024. "Personality differences and investment decision-making," LSE Research Online Documents on Economics 121634, London School of Economics and Political Science, LSE Library.
- 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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