Commonality of cross-sectional asset pricing anomalies
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Journal Title
Journal ISSN
Volume Title
School of Business |
Master's thesis
Author
Date
2022
Department
Major/Subject
Mcode
Degree programme
Finance
Language
en
Pages
91 + 4
Series
Description
Thesis advisor
Nyberg, PeterKeywords
cross-sectional anomalies, predictor types, common information, information aggregation
