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Discussion paper DP13049 Factors that Fit the Time Series and Cross-Section of Stock Returns Martin Lettau Markus Pelger 14 Jul 2018 Financial Economics C14 C52 C58 G12
Discussion paper DP12926 Estimating Latent Asset-Pricing Factors Martin Lettau Markus Pelger 10 May 2018 Financial Economics C14 C38 C52 C58 G12