Denys Maslov

Moody's Analytics

405 Howard St.

Suite 300

San Francisco, CA 94105

United States

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Scholarly Papers (1)

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Aggregation of Information About the Cross Section of Stock Returns: A Latent Variable Approach

Review of Financial Studies (RFS), Vol. 30, No. 4, pp. 1339-1381, 2017
Number of pages: 70 Posted: 10 Aug 2013 Last Revised: 05 Jun 2017
Nathaniel Light, Denys Maslov and Oleg Rytchkov
American University in Dubai, Moody's Analytics and Temple University - Department of Finance
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Citation 3

Abstract:

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asset pricing, expected returns, anomaly, latent variables, PLS