This repository will be used to organize all the codes and notes written on the Empirical asset pricing course given at the school of economics at FGV-SP on 2020 by prof. Marcelo Fernandes.
Bali, T., Engle, R. and Murray, S. (2017). Empirical Asset Pricing: The Cross Section of Stock Returns: An Overview. In Wiley StatsRef: Statistics Reference Online.
Campbell, John Y., Andrew W. Lo, and Archie Craig MacKinlay. 1997. The econometrics of financial markets. Princeton, N.J.: Princeton University Press.