Discount Factors Spillovers
The article presents a framework for estimating the stochastic discount factor by combining firm-level signals, highlighting the importance of large, low-turnover firms in the information network.
Featured in No. 98 on 21 May 2025 · 1 day after release
- Released
- 20 May 2025
- First featured
- No. 98 · 21 May 2025
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- Not yet, as far as Semantic Scholar knows
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- Identifier
- SSRN 5261076
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