The Cross-Section of Factor Returns
Most of the 150 equity factors examined show positive returns but fail to deliver excess returns after accounting for risk, especially in downturns.
Featured in No. 123 on 19 Dec 2025 · · 7 citations today
- Released
- 22 May 2023
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- No. 123 · 19 Dec 2025
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- SSRN 4441376
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