Publisher
Springer Science and Business Media LLC
Reference51 articles.
1. Acharya, V.V., Pedersen, L.H.: Asset pricing with liquidity risk. J. Financ. Econ. 77, 375–410 (2005)
2. Barillas, F., Shanken, J.: Comparing asset pricing models. J. Finance 73, 715–754 (2018)
3. Belloni, A., Chernozhukov, V., Hansen, C.: Inference on treatment effects after selection among high-dimensional controls. Rev. Econ. Stud. 81, 608–650 (2014)
4. Benjamini, Y., Hochberg, Y.: Controlling the false discovery rate: a practical and powerful approach to multiple testing. J. R. Stat. Soc.: Ser. B (Methodol.) 57, 289–300 (1995)
5. Berk, J.B., Green, R.C., Naik, V.: Optimal investment, growth options, and security returns. J. Finance 54, 1553–1607 (1999)
Cited by
7 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献