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