One Factor to Bind the Cross-Section of Returns
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- Nicola Borri & Denis Chetverikov & Yukun Liu & Aleh Tsyvinski, 2024. "One Factor to Bind the Cross-Section of Returns," Cowles Foundation Discussion Papers 2386, Cowles Foundation for Research in Economics, Yale University.
- Nicola Borri & Denis Chetverikov & Yukun Liu & Aleh Tsyvinski, 2024. "One Factor to Bind the Cross-Section of Returns," NBER Working Papers 32365, National Bureau of Economic Research, Inc.
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JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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This paper has been announced in the following NEP Reports:- NEP-FMK-2024-05-13 (Financial Markets)
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