Essays on multifactor models for stocks expected returns in European markets: A block-bootstrap validation proposal

Grané Chávez, AureaCascos Fernández, IgnacioCueto, José Manuel2021-08-312021-08-312021-05-102021-07-07https://hdl.handle.net/10016/33204engAtribución-NoComercial-SinDerivadas 3.0 EspañaAsset PricingBootstrapCommon principal component analysisCross-sectional regressionFactor modelsTime seriesEssays on multifactor models for stocks expected returns in European markets: A block-bootstrap validation proposaldoctoral thesisEstadísticaopen access