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  • Search: subject:"Time series and cross-sectional consistency"
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Börsenkurs 1 CAPM 1 Capital income 1 Estimation 1 Individual stock returns 1 Kapitaleinkommen 1 Linear asset pricing models 1 Macroeconomic risk 1 Schätzung 1 Share price 1 State variables 1 Theorie 1 Theory 1 Time series analysis 1 Time series and cross-sectional consistency 1 Zeitreihenanalyse 1
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Boons, Martijn 1
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Journal of financial economics 1
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State variables, macroeconomic activity, and the cross section of individual stocks
Boons, Martijn - In: Journal of financial economics 119 (2016) 3, pp. 489-511
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