Christopher Adcock

University of Minho

Braga, 4700

Portugal

SCHOLARLY PAPERS

1

DOWNLOADS

221

TOTAL CITATIONS

4

Scholarly Papers (1)

1.

Characteristic-Sorted Portfolios and Macroeconomic Risks - An Orthogonal Decomposition

Journal of Empirical Finance, Vol. 65, 2022, Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 22-2
Number of pages: 77 Posted: 17 Jul 2019 Last Revised: 08 Feb 2022
Christopher Adcock, Wolfgang Bessler and Thomas Conlon
University of Minho, University of Hamburg and University College Dublin
Downloads 221 (297,095)
Citation 4

Abstract:

Loading...

characteristic factors, macroeconomic fundamentals, variance decomposition, quantile regression