id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
cjfa-65815	Shanbhag, Sanjay; Quddus, Kamran	Cross-sectional Predictability of Indian Stock Returns: A Factor Analytical Approach	2025	18	.pdf	application/pdf	7762	537	63	For risk factors, we use the Connor and Korajczyk’s (1988) (CK) approach to extract principal components risk factors from the covariance matrix of security returns. We investigate the persistence of statistical significance of these firm char- acteristics after accounting for risk factors.	cache/cjfa-65815.pdf	txt/cjfa-65815.txt