Empirical cross-sectional asset pricing: a survey
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DOI: 10.1007/s11408-011-0177-7
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More about this item
Keywords
Empirical asset pricing; Factor models; Time-series regressions; Cross-sectional regressions; Anomalies; G12; G14;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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