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1
Cross-sectional factor dynamics and momentum returns
Avramov, Doron
;
Hore, Satadru
- In:
Journal of financial markets
32
(
2017
),
pp. 69-96
Persistent link: https://www.econbiz.de/10011814969
Saved in:
2
Validating intra-day risk premium in cross-sectional return curves
Zhao, Yuqian
- In:
Finance research letters
43
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014633505
Saved in:
3
Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu
;
Fang, Ying
;
Xu, Qiuhua
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 114-133
Persistent link: https://www.econbiz.de/10013441628
Saved in:
4
Adaptive testing for alphas in high-dimensional factor pricing models
Xia, Qiang
;
Zhang, Xianyang
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 640-653
Persistent link: https://www.econbiz.de/10015053435
Saved in:
5
Competition, markups, and predictable returns
Corhay, Alexandre
;
Kung, Howard
;
Schmid, Lukas
- In:
The review of financial studies
33
(
2020
)
12
,
pp. 5906-5939
Persistent link: https://www.econbiz.de/10012387496
Saved in:
6
Illiquidity and stock returns II : cross-section and time-series effects
Amihud, Yakov
;
Noh, Joonki
- In:
The review of financial studies
34
(
2021
)
4
,
pp. 2101-2123
Persistent link: https://www.econbiz.de/10012504735
Saved in:
7
Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
Applied economics
55
(
2023
)
49
,
pp. 5816-5832
Persistent link: https://www.econbiz.de/10014335824
Saved in:
8
Robust estimation under error cross section dependence
Moscone, F.
;
Tosetti, Elisa
- In:
Economics letters
133
(
2015
),
pp. 100-104
Persistent link: https://www.econbiz.de/10011432031
Saved in:
9
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 295-323
Persistent link: https://www.econbiz.de/10012619426
Saved in:
10
A heteroskedasticity robust test for cross-sectional correlation in a fixed effects panel data model
Bin, Peng
;
Yu, Junqi
;
Zhu, Yi
- In:
Economics letters
201
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607089
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