Empirical Cross-Sectional Asset Pricing
NBER Working Paper No. 18554
---- Acknowledgements -----
I am grateful for comments to Frederico Belo, John Campbell, Marco Giacoletti, Sebastian Infante, Bob Hodrick, Arthur Korteweg, Ian Martin, Dimitris Papanikolaou, Lasse Pedersen, Jeff Pontiff, Mike Schwert, and Jeff Wurgler. The views expressed herein are those of the author and do not necessarily reflect the views of the National Bureau of Economic Research.