Can An "Estimation Factor" Help Explain Cross-Sectional Returns?

Frederik Lundtofte

Research output: Working paper/Preprint › Working paper

Original language	English
Publisher	Department of Economics, Lund University
Publication status	Published - 2005

Name	Working Papers, Department of Economics, Lund University
No.	18

Subject classification (UKÄ)

@techreport{1b57665343bf4a08b7db00c6f60de5b1,

title = "Can An {"}Estimation Factor{"} Help Explain Cross-Sectional Returns?",

keywords = "learning, incomplete information, equilibrium, factor pricing models",

author = "Frederik Lundtofte",

year = "2005",

language = "English",

series = "Working Papers, Department of Economics, Lund University",

publisher = "Department of Economics, Lund University",

number = "18",