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Seemingly Redundant Factors

Spanned factors, previously considered redundant, are found to be significant in explaining equity risk premiums, challenging the prevailing view.

Featured in No. 89 on 20 Mar 2025 · 23 days after release · 0 citations today

Released
25 Feb 2025
First featured
No. 89 · 20 Mar 2025
Citations (Semantic Scholar)
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20
Identifier
SSRN 5152029

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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