@article{onefactortobindthecrosssectionof, title = {One Factor to Bind the Cross-Section of Returns}, author = {Nicola Borri and Denis Chetverikov and Yukun Liu and Aleh Tsyvinski}, year = {2024}, eprint = {2404.08129}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2404.08129v1}, }