Empirical Cross-Sectional Asset Pricing
收藏NBER2012-11-01 更新2025-01-04 收录
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https://www.nber.org/papers/w18554
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资源简介：
I review recent research efforts in the area of empirical cross-sectional asset pricing. I start by summarizing the evidence on cross-sectional return predictability and the failure of standard (consumption) CAPM models and their conditional versions to explain these predictability patterns. One
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美国国家经济研究局创建时间：
2012-11-01
