The structure of factor content predictions
نویسندگان
چکیده
a Rotman School of Management and Department of Economics, University of Toronto, 105 St. George Street, Toronto, Ontario, M5S 3E6, Canada b Canadian Institute for Advanced Research (CIFAR), 180 Dundas Street West, Suite 1400, Toronto, Ontario, M5G 1Z8, Canada c NBER, 1050 Massachusetts Avenue, Cambrigde, MA, 02138-5398, USA d Department of Economics, Michigan State University, Marshall-Adams Hall, East Lansing, MI, 48824, USA
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