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Empirical cross-sectional asset pricing: a survey

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  • Amit Goyal

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  • Amit Goyal, 2012. "Empirical cross-sectional asset pricing: a survey," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(1), pages 3-38, March.
    • Handle: RePEc:kap:fmktpm:v:26:y:2012:i:1:p:3-38
    DOI: 10.1007/s11408-011-0177-7
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    More about this item

    Keywords

    Empirical asset pricing; Factor models; Time-series regressions; Cross-sectional regressions; Anomalies; G12; G14;
    All these keywords.

    JEL classification:

    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading

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