New Evidence on Conditional Factor Models

Keyphrases

• New Evidence 100%
• Fama 100%
• Conditional Factor Model 100%
• Multi-factor Model 50%
• CAPM Anomaly 50%
• Scale Model 50%
• Value Vs. Growth 50%
• Profitability Factor 50%
• Profitability Anomaly 50%
• Cross-sectional Stock Returns 50%
• Asset Pricing Implications 50%
• Growth Anomaly 50%
• Conditioning Information 50%
• Large Cross-section 50%
• Alternative Investments 50%
• Investment Factors 50%

Economics, Econometrics and Finance

• Factor Model 100%
• Capital Market Returns 100%
• Asset Pricing 100%
• Alternative Investment 100%
• CAPM 100%

Social Sciences

• French 100%
• Factor Model 100%
• Asset Pricing 50%
• Alternative Investment 50%