The Cross-Section of Expected Stock Returns
Cross-sectional skewness and kurtosis: stocks and portfolios | Portfolio Probe | Generate random portfolios. Fund management software by Burns Statistics
and the Cross-Section of Expected Returns by Campbell R. Harvey, Yan Liu, Caroline Zhu :: SSRN
Empirical Asset Pricing: The Cross Section of Stock Returns by Robert F. Engle, Turan G. Bali, Scott Murray (Hardcover, 2016) for sale online | eBay
Cross sectional spread of stock returns | R-bloggers
Metalabeling and the duality between cross-sectional and time-series factors
Metalabeling and the duality between cross-sectional and time-series factors - PredictNow
Predictability and the cross section of expected returns: evidence from the European stock market | Journal of Asset Management
Predicting Stock Returns Using Firm Characteristics -
THE CROSS-SECTION OF EXPECTED STOCK RETURNS | PPT
Optimal Adjustment of Attributes in Cross-Sectional Prediction Models - ppt download
Fama-MacBeth two-step regression method - SimTrade blogSimTrade blog
Table V from The Cross-Section of Expected Stock Returns | Semantic Scholar
The Cross Section of Expected Stock Returns | The Evidence-Based Investor
Daniel and Titman (1997) Evidence on the Characteristics of Cross Sectional Variation in Stock Returns :: Lee's online archive
PPT - Leverage, Financial Distress and the Cross-Section of Stock Returns PowerPoint Presentation - ID:5487129
equities - How do I reproduce the cross-sectional regression in "Intraday Patterns in the Cross-section of Stock Returns"? - Quantitative Finance Stack Exchange
Cross-Sectional Regression of the Abnormal Returns | Download Table
![PDF] Cross-sectional regression analysis of return and beta in Japan | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/b02c38a09d99b25d11a71bb452fc73c81ab79666/9-Table2-1.png "PDF] Cross-sectional regression analysis of return and beta in Japan | Semantic Scholar")
PDF] Cross-sectional regression analysis of return and beta in Japan | Semantic Scholar
JRFM | Free Full-Text | Further Tests of the ZCAPM Asset Pricing Model
Fama-MacBeth two-step regression method: the case of K risk factors - SimTrade blogSimTrade blog
The Cross Section of Realized Stock Returns: The Pre-COMPUSTAT Evidence | PPT
The Cross-Section of Expected Stock Returns - YouTube
Cross-Sectional Regression of Returns on IV and Control Variables (Size... | Download Table
