Skip to main content
Feedback to SSRN
Feedback
(required)
Email
(required)
Submit
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.
Gerrit Liedtke
University of Bremen
Learn more about SSRN Profiles
SCHOLARLY PAPERS
1
DOWNLOADS
128
SSRN CITATIONS
0
CROSSREF CITATIONS
0
Feedback
Scholarly Papers (1)
Sort by:
Paper Title, A-Z
Paper Title, Z-A
Author Name, A-Z
Author Name, Z-A
Date Posted, Ascending
Date Posted, Descending
Downloads, Ascending
Downloads, Descending
Citations, Ascending
Citations, Descending
Actions:
Email selected abstracts
View:
Selected
Original List
All Versions
Hide All Versions
All Abstracts
Hide All Abstracts
(Rank)
1.
Are Characteristics Covariances? A Comment on Instrumented Principal Component Analysis
CESifo Working Paper No. 8377
Number of pages: 43
Posted: 23 Jun 2020
Christian Fieberg
,
Lars Hornuf
, Gerrit Liedtke and
Thorsten Poddig
University of Bremen, University of Bremen - Faculty of Business Studies and Economics, University of Bremen and University of Bremen
Downloads
128
(338,010)
View PDF
Download
Abstract:
cross-section of stock returns, covariances, characteristics, IPCA
Feedback
