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Overshooting the Coordinate: Where Factor Corrections Land on Characteristic Axes
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Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/j.jempfin.2024.101517openalex-snapshot
Non-standard errors in asset pricing: Mind your sorts
inferredcites →https://doi.org/10.1016/j.jfineco.2009.09.001openalex-snapshot
A skeptical appraisal of asset pricing tests☆
inferredcites →https://doi.org/10.1016/j.jfineco.2014.10.010openalex-snapshot
A five-factor asset pricing model
inferredcites →https://doi.org/10.1080/01621459.1963.10480682openalex-snapshot
Seasonal Adjustment of Economic Time Series and Multiple Regression Analysis
inferredcites →https://doi.org/10.1093/rapstu/raz005openalex-snapshot
Firm Characteristics, Cross-Sectional Regression Estimates, and Asset Pricing Tests
inferredcites →https://doi.org/10.1093/rfs/3.3.431openalex-snapshot
Data-Snooping Biases in Tests of Financial Asset Pricing Models
inferredcites →https://doi.org/10.1093/rfs/hhaa021openalex-snapshot
The Cross-Section of Risk and Returns
inferredcites →https://doi.org/10.1093/rfs/hhu068openalex-snapshot
Digesting Anomalies: An Investment Approach
inferredcites →https://doi.org/10.1093/rof/rfaa004openalex-snapshot
An Augmented q -Factor Model with Expected Growth
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb04702.xopenalex-snapshot
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03806.xopenalex-snapshot
Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03808.xopenalex-snapshot
On Persistence in Mutual Fund Performance
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb04813.xopenalex-snapshot
Assessing Specification Errors in Stochastic Discount Factor Models
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01371.xopenalex-snapshot
Dissecting Anomalies
inferredcites →https://doi.org/10.1111/jofi.13249openalex-snapshot
Is There a Replication Crisis in Finance?
inferredcites →https://doi.org/10.1111/jofi.13477openalex-snapshot
Forest through the Trees: Building Cross‐Sections of Stock Returns
inferredcites →https://doi.org/10.1162/rest_a_00883openalex-snapshot
Characteristic-Sorted Portfolios: Estimation and Inference
inferredcites →https://doi.org/10.1287/mnsc.2022.4640openalex-snapshot
The Economics of Security Analysis
inferredcites →https://doi.org/10.2307/1907330openalex-snapshot
Partial Time Regressions as Compared with Individual Trends
inferredcites →https://doi.org/10.2307/1913625openalex-snapshot
A Test of the Efficiency of a Given Portfolio
inferredcites →https://doi.org/10.3200/jece.39.1.88-91openalex-snapshot
A Simple Proof of the FWL Theorem
inferredcites →https://doi.org/10.3386/w31275openalex-snapshot
When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor?
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