@article{LaurinaityteMeinerdingSchlagetal.2024,
  author    = {Nora Laurinaityte and Christoph Meinerding and Christian Schlag and Julian Thimme},
  title     = {GMM weighting matrices in cross-sectional asset pricing tests},
  journal   = {Journal of banking and finance},
  volume    = {162},
  number    = {107123},
  doi       = {10.1016/j.jbankfin.2024.107123},
  year      = {2024},
}