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Empirical cross-sectional asset pricing: a survey · Study

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ArticleEmpirical cross-sectional asset pricing: a survey

Amit Goyal2011

OA

Articlegreen2011

Empirical cross-sectional asset pricing: a survey

114 citations·0/0 files stored·Financial markets and portfolio management

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

1993Common risk factors in the returns on stocks and bonds 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1997On Persistence in Mutual Fund Performance 1992The Cross-Section of Expected Stock Returns 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1973Risk, Return, and Equilibrium: Empirical Tests 1970Efficient Capital Markets: A Review of Theory and Empirical Work 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

Cited by

2018Firm Characteristics and Chinese Stocks 2017Intellectual Capital, Innovation and Firm Performance of Pharmaceuticals: A Study of the London Stock Exchange 2013Empirical Cross-Sectional Asset Pricing 2019Characteristic-Sorted Portfolios: Estimation and Inference 2018Characteristics Are Covariances: A Unified Model of Risk and Return 2013Aggregation of Information About the Cross Section of Stock Returns: A Latent Variable Approach

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2009The Cross‐Section of Expected Stock Returns: What Have We Learnt from the Past Twenty‐Five Years of Research?article · 83 shared references 2013Empirical Cross-Sectional Asset Pricingreview · 70 shared references 2016Empirical Asset Pricing: The Cross Section of Stock Returnsarticle · 65 shared references 2014. . . and the Cross-Section of Expected Returnsreport · 65 shared references 2010Cross-Sectional Asset Pricing Testsreview · 62 shared references 2017The Investment CAPMarticle · 59 shared references

Details

Year2011

Typearticle

Published2011-12-23

VenueFinancial markets and portfolio management

ISSN-L1555-4961

Languageen

Citations114

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1007/s11408-011-0177-7

openalex_workW1993346573

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2010Cross-Sectional Asset Pricing Tests

2019The effects of intangible assets on firm performance