The Sword of Damocles: Sparse Macroeconomic Risks and the Cross-section of Stock Returns
Author:
Publisher
Elsevier BV
Subject
General Earth and Planetary Sciences,General Environmental Science
Reference94 articles.
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2. Political sentiment and predictable returns;J M Addoum;The Review of Financial Studies,2016
3. Arbitrage risk and the book-to-market anomaly;A Ali;Journal of Financial Economics,2003
4. Illiquidity and stock returns: cross-section and time-series effects;Y Amihud;Journal of financial markets,2002
5. A Framework for Exploring the Macroeconomic Determinants of Systematic Risk;T G Andersen;American Economic Review,2005
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