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Do Cross-Sectional Predictors Contain Systematic Information?
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 58 / Issue 3 / May 2023
- Published online by Cambridge University Press:
- 10 May 2022, pp. 1172-1201
- Print publication:
- May 2023
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- Article
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Know Thy Neighbor: Industry Clusters, Information Spillovers, and Market Efficiency
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 53 / Issue 5 / October 2018
- Published online by Cambridge University Press:
- 12 September 2018, pp. 1937-1961
- Print publication:
- October 2018
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