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asset pricing tests, stock returns, cross section
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Fama and MacBeth, two-pass procedure, GLS, GMM
mutual funds, asset allocation, Bayesian analysis, asset pricing
Asset Pricing, Individual Stocks, Factor Loadings, Characteristics, Errors-in-Variables
Portfolio Management, asset allocation, Debt Investments, return or yield measures, Economics
Value Relevance, Correlated Omitted Variable Bias, Growth Expectations and Discount Rates
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