Author:
Grau-Vera David,Rubio Gonzalo
Funder
Espana Ministerio de Ciencia e Innovacion
Ministerio de Ciencia e Innovación
Agencia Estatal de Investigación
European Regional Development Fund
Reference23 articles.
1. Market-Wide Illiquidity and the distribution of nonparametric stochastic discount factors;Abad;Int. Rev. Financ. Anal.,2023
2. A simple estimation of bid–ask spreads from daily close, high, and low prices;Abdi;Rev. Financ. Stud.,2017
3. Quality minus junk;Asness;Rev. Account. Stud.,2019
4. Validity, tightness, and forecasting power of risk premium bounds;Back;J. Financ. Econ.,2022
5. Model comparison with sharpe ratios;Barillas;J. Financ. Quant. Anal.,2019