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Sparse Macroeconomic Risks and the Cross-Section of Stock Returns

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Academic paper

The Sword of Damocles: Sparse Macroeconomic Risks and the Cross-section of Stock Returns

AuthorsLin Zhu; Fuwei Jiang; Guohao Tang; Fujing Jin

Institute
  • University of Finance and Economics
  • Guangdong University of Finance
  • Hunan University of Finance and Economics
  • Hunan University
  • Guangdong University Of Finances and Economics
  • Guangdong University of Finance & Economics
  • Hunan University - School of Finance and Statistics
  • Central University of Finance and Economics
  • Xiamen University
  • Central University of Finance and Economics (CUFE)
  • Hunan University - College of Finance and Statistics
  • Beijing Jiaotong University
  • Beijing Jiaotong University, School of Economics and Management

Paper linkhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=4445765

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