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

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Peer-reviewed scientific journal	Journal of Money, Credit and Banking
ISSN	0022-2879
Publication status	In preparation - 02.02.2021
MoE publication type	A1 Journal article - refereed

Cite this

@article{4bb4fcf4c19c4194bc981bc0df0cd96e,

title = "What Does the Cross-Section Tell About Itself? Explaining Equity Risk Premia with Stock Return Moments",

author = "{Fraga Martins Maio}, Paulo and Ilan Cooper and Liang Ma",

year = "2021",

month = feb,

day = "2",

language = "English",

journal = "Journal of Money, Credit and Banking",

issn = "0022-2879",

publisher = "Wiley-Blackwell",

}