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Time-Varying Risk Premium in Large Cross-Sectional Equity Datasets

Time-Varying Risk Premium in Large Cross-Sectional Equity Datasets

AuthorP. Gagliardini, O. Scaillet, E. Ossola
JournalEconometrica
Date1 jan. 2016
CatégorieAcademic Publications
Volume84(3), 985-1046
Linkhttps://www.econometricsociety.org/publications/econometrica/2016/05/01/time-varying-risk-premium-large-cross-sectional-equity-data

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