Fire Sale Risk and Expected Stock Returns (Aragon and Kim)

Name: Fire Sale Risk and Expected Stock Returns (Aragon and Kim)
Creator: George Aragon
Published: 2023-06-20T06:02:50.712Z
Keywords: Asset Pricing

Aragon, George; Kim, Min

doi:10.17632/jmm8smf4sc.1

Fire Sale Risk and Expected Stock Returns (Aragon and Kim)

Published: 20 June 2023| Version 1 | DOI: 10.17632/jmm8smf4sc.1

Contributors:

George Aragon, Min Kim

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The data include realizations of the flow factor, returns of the high-minus-low fire sale exposure (FSE) portfolio, and stocks' FSE characteristics.

Fire Sale Risk and Expected Stock Returns (Aragon and Kim)

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