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Fire Sale Risk and Expected Stock Returns (Aragon and Kim)

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NIAID Data Ecosystem2026-05-01 收录
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https://data.mendeley.com/datasets/jmm8smf4sc
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The data include realizations of the flow factor, returns of the high-minus-low fire sale exposure (FSE) portfolio, and stocks' FSE characteristics.
创建时间:
2023-06-20
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