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Empirical cross-sectional asset pricing: a survey

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  • Amit Goyal

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Article provided by Springer in its journal Financial Markets and Portfolio Management.

Volume (Year): 26 (2012)
Issue (Month): 1 (March)
Pages: 3-38

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Handle: RePEc:kap:fmktpm:v:26:y:2012:i:1:p:3-38

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Keywords: Empirical asset pricing; Factor models; Time-series regressions; Cross-sectional regressions; Anomalies; G12; G14;

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References

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Cited by:
  1. G. Charles-Cadogan, 2012. "Active Portfolio Management, Positive Jensen-Jarrow Alpha, and Zero Sets of CAPM," Papers 1206.4562, arXiv.org.

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