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oaioai:doc.rero.ch:320273

Empirical cross-sectional asset pricing: a survey

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Publication date
18 June 2018
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Abstract

I review the state of empirical asset pricing devoted to understanding cross-sectional differences in average rates of return. Both methodologies and empirical evidence are surveyed. Tremendous progress has been made in understanding return patterns. At the same time, there is a need to synthesize the huge amount of collected evidenc

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    Last time updated on 07/07/2018

    This paper was published in RERO DOC Digital Library.

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