Título:

What Does the Cross-Section Tell about Itself? Explaining Equity Risk Premia with Stock Return Moments

Autores:

Ian Cooper (U Haifa)
Liang Ma (U South Carolina)
Paulo Maio (Hanken School of Economics, Helsinki)

Revista:

Journal of Money, Credit and Banking

Ano:

2022

Volume:

54

Número:

1

Páginas:

73-118

Códigos JEL:

C58 - Financial Econometrics
G11 - Portfolio Choice; Investment Decisions