Two Essays on the Cross-section of Stock Returns

Two Essays on the Cross-section of Stock Returns
Author: James L. Davis
Publisher:
Total Pages: 254
Release: 1994
Genre:
ISBN:

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Two Essays on the Cross-section of Stock Returns
Language: en
Pages: 254
Authors: James L. Davis
Categories:
Type: BOOK - Published: 1994 - Publisher:

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Two Essays on the Cross-section of Stock Returns
Language: en
Pages:
Authors: Zhuo Tan
Categories: Finance
Type: BOOK - Published: 2013 - Publisher:

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This dissertation consists of two essays that address issues related to the cross-section of stock returns. The first essay documents that actively managed mutu
Two Essays on the Cross-section of Stock Returns
Language: en
Pages: 99
Authors: Peter Wong
Categories:
Type: BOOK - Published: 2013 - Publisher:

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This dissertation studies two distinct topics. First, I examine whether the idiosyncratic volatility discount anomaly documented by Ang, Hodrick, Xing, and Zhan
Essays on the Cross Section of Stock Returns
Language: en
Pages: 139
Authors: Yong Wang
Categories:
Type: BOOK - Published: 2005 - Publisher:

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Many factor models, with a variety of conditioning variables, have been proposed to explain cross-sectional returns. In chapter 2, we run a horse race among sev
Essays on the cross-sectional predictability of stock returns
Language: en
Pages: 0
Authors: Mihai B. Ion
Categories:
Type: BOOK - Published: 2013 - Publisher:

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