Non-standard errors in asset pricing: Mind your sorts-Reference-Cited by-同舟云学术

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Non-standard errors in asset pricing: Mind your sorts

Published:2024-09 Issue: Volume:78 Page:101517
ISSN:0927-5398
Container-title:Journal of Empirical Finance
language:en
Short-container-title:Journal of Empirical Finance

Author:

Soebhag Amar,Van Vliet Bart,Verwijmeren Patrick^ORCID

Publisher

Elsevier BV

Reference46 articles.

1. Best of the best: A comparison of factor models;Ahmed;J. Financ. Quant. Anal.,2019

2. Noisy factors;Akey,2022

3. Illiquidity and stock returns: Cross-section and time-series effects;Amihud;J. Financial Mark.,2002

4. The cross-section of volatility and expected returns;Ang;J. Finance,2006

5. Is economic uncertainty priced in the cross-section of stock returns?;Bali;J. Financ. Econ.,2017

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Choices Matter When Training Machine Learning Models for Return Prediction;Financial Analysts Journal;2024-08-29

2. Nonstandard Errors;The Journal of Finance;2024-04-17

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