Savov is with the University of Chicago Booth School of Business. I am especially grateful to John Cochrane and Pietro Veronesi, as well as to Editor Campbell Harvey, and an anonymous referee and associate editor. I thank Shelly Schneider from Franklin Associates for providing the data. I also thank George Constantinides, Douglas Diamond, Robert Dittmar, John Heaton, and participants in the 2008 WFA Annual Meetings and the Chicago Booth Student Brownbag. I received support from the Center for Research in Security Prices. An Internet Appendix is available at http://www.afajof.org/supplements.asp.
Asset Pricing with Garbage
Version of Record online: 6 JAN 2011
© 2011 the American Finance Association
The Journal of Finance
Volume 66, Issue 1, pages 177–201, February 2011
How to Cite
SAVOV, A. (2011), Asset Pricing with Garbage. The Journal of Finance, 66: 177–201. doi: 10.1111/j.1540-6261.2010.01629.x
- Issue online: 6 JAN 2011
- Version of Record online: 6 JAN 2011
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