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    • Turbulence in the Cross-Section: Predicting Factor Premia
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    • Turbulence in the Cross-Section: Predicting Factor Premia
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    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return
    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
    • Financial Turbulence, Parameter Uncertainty and Aggregate Stock Returns
    • Higher Moments Matter! Cross-Sectional (higher) Moments and the Predictability of Stock Returns
    • Financial Turbulence and Aggregate Stock Returns
    • The Economic Benefit of Forecasting Market Components for Mean-Variance Investors
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    • Financial Applications of the Mahalanobis Distance
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    • Financial Applications of the Mahalanobis Distance
    • PRIX - A Risk Index for Global Private Investors
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    • A Risk Index for Global Private Investors
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Unpriced Sector Risk in the Factor Zoo: The Role of Industry Momentum

Jan 1, 2025·
Christoph Reschenhofer
Sebastian Stöckl
Sebastian Stöckl
· 0 min read
Last updated on 2026-04-24
Authors
Sebastian Stöckl
Associate Professor in Financial Economics
← Lost in Translation? Risk-Adjusting RMSE for Economic Forecast Performance 2026-04-14
Are There Fences in the Global Factor Zoo? 2024-04-01 →

© 2026 Dr. Sebastian Stöckl