Turbulence in the Cross-Section: Predicting Factor Premia2019-06-10 · 0 min read PDF Code Dataset Slides Source Document VideoAbstractAn updated presentation of our Paper on Turbulence in the Cross-Section: Predicting Factor PremiaEventINFINITI Conference 2019 (Glasgow, Scotland)LocationAdam Smith Business School, University of GlasgowGlasgow, ScotloandLast updated on 2025-10-26 AuthorsSebastian StöcklAssociate Professor in Financial Economics ← Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns 2020-03-30Political Populism and Financial Markets 2019-04-04 →
