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Evaluating time-series restrictions for cross-sections of expected returns: Multifactor CCAPMs Kim, Jinyong, PACIFIC-BASIN FINANCE JOURNAL, v.20, no.5, pp.688 - 706, 2012-11 |
Macroeconomic risk and the cross-section of stock returns Kang, Jangkoo; Kim, Tong Suk; Lee, Changjun; Min, Byoung-Kyu, JOURNAL OF BANKING FINANCE, v.35, no.12, pp.3158 - 3173, 2011-12 |
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