1. Using stocks or portfolios in tests of factor models;Ang;J. Financ. Quant. Anal.,2020
2. Risk and return in international corporate bond markets;Bekaert;J. Int. Financ. Mark. Inst. Money,2021
3. Good carry, bad carry;Bekaert;J. Financ. Quant. Anal.,2020
4. Sensitivity, moment conditions and the risk-free rate in Yogo (2006);Borri;Crit. Finance Rev.,2017
5. Spurious Factors in Linear Asset Pricing Models;Bryzgalova,2016