Full description at Econpapers || Download paper
Citations received by this document
References cited by this document
Documents which have cited the same bibliography
Authors who have wrote about the same topic
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Cohen, L. ; Frazzini, A. Economic links and predictable returns. 2008 J. Finance. 63 1977-2011
Engelberg, J. ; McLean, R.D. ; Pontiff, J. Anomalies and news. 2018 J. Finance. 73 1971-2001
Fama, E.F. ; French, K.R. A five-factor asset pricing model. 2015 J. Financ. Econ.. 116 1-22
Fama, E.F. ; French, K.R. Industry costs of equity. 1997 J. Financ. Econ.. 43 153-193
Fama, E.F. ; French, K.R. The cross-section of expected stock returns. 1992 J. Finance. 47 427-465
Garcia, D. ; Norli, Ø. Geographic dispersion and stock returns. 2012 J. Financ. Econ.. 106 547-565
Giroud, X. Proximity and investment: evidence from plant-level data. 2013 Q. J. Econ.. 128 861-915
Hong, H. ; Stein, J.C. Disagreement and the stock market. 2007 J. Econ. Perspect.. 21 109-128
Moskowitz, T.J. ; Grinblatt, M. Do industries explain momentum?. 1999 J. Finance. 54 1249-1290
Nagel, S. Empirical cross-sectional asset pricing. 2013 Annu. Rev. Financ. Econ.. 5 167-199
Shleifer, A. ; Vishny, R.W. The limits of arbitrage. 1997 J. Finance. 52 35-55
Shumway, T. The delisting bias in CRSP data. 1997 J. Finance. 52 327-340
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper