EMPIRICAL ASSET PRICING

EMPIRICAL ASSET PRICING

explain the sources of risk affecting expected returns. Previous empirical evidence demonstrating that both the time series of common risk factors or systematic and the differences in cross section of the various assets may influence the determination of profitability. The present study aims to contribute in the field of empirical valuation of assets, by performing multidimensional analysis simultaneously considers the inter-temporal nature of returns and the cross-sectional differences between firms. For this, use the panel data methodology, adapted to the specific problem we are interested in: Asset Pricing.
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