Chicago, IL 60637
University of Chicago Booth School of Business
in Total Papers Downloads
equity premium, forecasting, predictability, correlation screening, market timing, asset returns, tactical asset allocation
consumption, asset pricing, dimension reduction, cross section
Industry, Size, Value, Momentum, Fama-French, Forecasting
Sarbanes-Oxley, special items, panel regression, difference-in-differences
value premium, beta, asymmetry, cash-flow risk, conditional beta
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.204 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you