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}

@article{econhot_econhot-reading-42,
  title = {Inferential Theory for Factor Models of Large Dimensions},
  author = {Jushan Bai},
  journal = {Econometrica},
  year = {2003},
  volume = {71},
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  pages = {135-171},
  doi = {10.1111/1468-0262.00392},
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}

@article{econhot_econhot-reading-50,
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  author = {Eugene F. Fama and Kenneth R. French},
  journal = {Journal of Financial Economics},
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}

@article{econhot_econhot-reading-51,
  title = {Characteristics are covariances: A unified model of risk and return},
  author = {Bryan T. Kelly and Seth Pruitt and Yinan Su},
  journal = {Journal of Financial Economics},
  year = {2019},
  volume = {134},
  number = {3},
  pages = {501-524},
  doi = {10.1016/j.jfineco.2019.05.001},
  url = {https://doi.org/10.1016/j.jfineco.2019.05.001}
}