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

Name: Fire Sale Risk and Expected Stock Returns (Aragon and Kim)
Published: 2023-06-20T00:00:00+08:00

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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