Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
Journal of Finance, 78 (1), 487-557
Journal of Finance, 78 (1), 487-557
Journal of Financial Economics, 146 (3), 821-840
Journal of Money, Credit and Banking, 54 (7), 1913-1940
The Review of Economic Studies, 89 (5), 2445–2490
Review of Financial Studies (forthcoming)
American Economic Review, 112 (8), 2465-2517
The Review of Economic Studies, 89(4), 1654–1693
Journal of Financial Economics, 145(1), 217-238
The Review of Financial Studies, 35(7), 3272–3302
Journal of Financial Economics (in press)
Journal of Financial Economics, 144(2), 433-455