Empirical cross-sectional asset pricing: a survey
| Year of publication: |
2012
|
|---|---|
| Authors: | Goyal, Amit |
| Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 26.2012, 1, p. 3-38
|
| Publisher: |
Springer |
| Subject: | Empirical asset pricing | Factor models | Time-series regressions | Cross-sectional regressions | Anomalies |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010863298