Factor models with many assets: Strong factors, weak factors, and the two-pass procedure

Bibliographic Details
Main Authors: Anatolyev, Stanislav, Mikusheva, Anna
Other Authors: Massachusetts Institute of Technology. Department of Economics
Format: Article
Language:English
Published: Elsevier BV 2022
Online Access:https://hdl.handle.net/1721.1/145190
Description
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