7 McAlister Drive
New Orleans, LA 70118
Tulane University - A.B. Freeman School of Business
Expected Return, Idiosyncratic Volatility, Misspricing, Time-varying Beta
Beta Instability, Beta Reversal, Expected Return, and Idiosyncratic Volatility
Asset Pricing, Market Returns, Aggregate Firm-Level Volatility, Risk, Bid-Ask Spread, Percentage of Zero Returns
Market Volatility, Aggregate Firm-Level Volatility, Risk, Bid-Ask Spread, Economic Activity
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