Empirical cross-sectional asset pricing: a survey

By Amit Goyal. Financial Markets and Portfolio Management, 2011

126 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/9037dfbc2e9d8a26adafa894295aea6f8f57d42b

Citations in the corpus

• A Transaction-Cost Perspective on the Multitude of Firm Characteristics (2020, unknown): “Likewise, Goyal (2012) states that “these days one has a multitude of variables that seem to explain the cross-sectional pattern of returns.”
• Tree-Based Conditional Portfolio Sorts: The Relation between Past and Future Stock Returns (2016, unknown): “Subrahmanyam (2010), Goyal (2011), Green et al. (2013) and Harvey et al. (2013) review as many as 330 anomalies that have been found by academic research and call for a synthesis of the existing literature.”