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Demand shocks in equity markets and firm responses
Fernando Broner / Juan J. Cortina / Sergio L. Schmukler / Tomas Williams
causal identification / corporate financeResource overview

Demand shocks in equity markets and firm responses

Paper2026

by Fernando Broner, Juan J. Cortina, Sergio L. Schmukler, Tomas Williams

Tags
causal identificationcorporate financeequity markets

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Suggested foundations for asset pricing and factor research. Specialist prerequisites vary by paper.

Before you read

  1. Linear Regression

    Interpret exposures, residuals and uncertainty in fitted coefficients.

  2. Financial Return Characteristics

    Work with returns and recognise their empirical limitations.

Go further

  1. Factor construction

    Connect factor definitions to portfolio construction.

  2. Time-series and cross-sectional tests

    Distinguish exposure estimation from tests of expected returns.

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