Comparing Cross-Section and Time-Series Factor Models.
- Published in:
- Review of Financial Studies, 2020, v. 33, n. 5, p. 1891, doi. 10.1093/rfs/hhz089
- By:
- Publication type:
- Article
Works matching IS 08939454 AND DT 2020 AND VI 33 AND IP 5
Results: 10
1
2
Replicating Anomalies.
- Published in:
- Review of Financial Studies, 2020, v. 33, n. 5, p. 2019, doi. 10.1093/rfs/hhy131
- By:
- Publication type:
- Article
3
Dissecting Characteristics Nonparametrically.
- Published in:
- Review of Financial Studies, 2020, v. 33, n. 5, p. 2326, doi. 10.1093/rfs/hhz123
- By:
- Publication type:
- Article
4
A Transaction-Cost Perspective on the Multitude of Firm Characteristics.
- Published in:
- Review of Financial Studies, 2020, v. 33, n. 5, p. 2180, doi. 10.1093/rfs/hhz085
- By:
- Publication type:
- Article
5
The Cross-Section of Risk and Returns.
- Published in:
- Review of Financial Studies, 2020, v. 33, n. 5, p. 1927, doi. 10.1093/rfs/hhaa021
- By:
- Publication type:
- Article
6
New Methods for the Cross-Section of Returns.
- Published in:
- Review of Financial Studies, 2020, v. 33, n. 5, p. 1879, doi. 10.1093/rfs/hhaa019
- By:
- Publication type:
- Article
7
Anomalies and False Rejections.
- Published in:
- Review of Financial Studies, 2020, v. 33, n. 5, p. 2134, doi. 10.1093/rfs/hhaa018
- By:
- Publication type:
- Article
8
Empirical Asset Pricing via Machine Learning.
- Published in:
- Review of Financial Studies, 2020, v. 33, n. 5, p. 2223, doi. 10.1093/rfs/hhaa009
- By:
- Publication type:
- Article
9
Factors That Fit the Time Series and Cross-Section of Stock Returns.
- Published in:
- Review of Financial Studies, 2020, v. 33, n. 5, p. 2274, doi. 10.1093/rfs/hhaa020
- By:
- Publication type:
- Article
10
Factor Timing.
- Published in:
- Review of Financial Studies, 2020, v. 33, n. 5, p. 1980, doi. 10.1093/rfs/hhaa017
- By:
- Publication type:
- Article