Time Series Momentum - Breaking Down Finance
Is economic uncertainty priced in the cross-section of stock returns? - ScienceDirect
Metalabeling and the duality between cross-sectional and time-series factors - PredictNow
Fama-MacBeth two-step regression method - SimTrade blogSimTrade blog
Metalabeling and the duality between cross-sectional and time-series factors - PredictNow
Predictability and the cross section of expected returns: evidence from the European stock market | Journal of Asset Management
JRFM | Free Full-Text | Further Tests of the ZCAPM Asset Pricing Model
JRFM | Free Full-Text | The Distribution of Cross Sectional Momentum Returns When Underlying Asset Returns Are Student's t Distributed
The role of future economic conditions in the cross-section of stock returns: Evidence from the US and UK - ScienceDirect
Minimizing the Risk of Cross-Sectional Momentum Crashes | by Wesley R. Gray, PhD | Apr, 2024 | Medium
Cross-sectional standard deviation of returns (í µí° ¶í µí±†í µí±†í... | Download Scientific Diagram
Empirical Asset Pricing: The Cross Section of Stock Returns by Robert F. Engle, Turan G. Bali, Scott Murray (Hardcover, 2016) for sale online | eBay
Predicting Stock Returns Using Firm Characteristics -
Optimal Adjustment of Attributes in Cross-Sectional Prediction Models - ppt download
DJIA cross-sectional volatility rises in Q4 as returns fan out | Pensions & Investments
The Cross Section of Expected Stock Returns | The Evidence-Based Investor
equities - How do I reproduce the cross-sectional regression in "Intraday Patterns in the Cross-section of Stock Returns"? - Quantitative Finance Stack Exchange
Cross sectional spread of stock returns | R-bloggers
Cross-sectional skewness and kurtosis: stocks and portfolios | Portfolio Probe | Generate random portfolios. Fund management software by Burns Statistics
and the Cross-Section of Expected Returns by Campbell R. Harvey, Yan Liu, Caroline Zhu :: SSRN
Cross-Sectional Regression of the Abnormal Returns | Download Table
The Cross Section of Realized Stock Returns: The Pre-COMPUSTAT Evidence | PPT
Daniel and Titman (1997) Evidence on the Characteristics of Cross Sectional Variation in Stock Returns :: Lee's online archive
PPT - Leverage, Financial Distress and the Cross-Section of Stock Returns PowerPoint Presentation - ID:5487129
Cross-sectional Dispersion - Breaking Down Finance
