W. P. Carey School of Business
PO Box 873906
Tempe, AZ 85287-3906
Arizona State University (ASU) - Finance Department
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comovement, momentum, style investment, behavioral finance, return predictability , reversals
Mutual funds, Incumbents, Competition
Momentum, Market Efficiency, Return Predictability
High Frequency Trading, Market Microstructure
Incomplete markets, Diversification, Idiosyncratic risk
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Profitability, Investment, Value Premium, Factor Models, Asset Pricing
High frequency trading, market microstructure, market efficiency
Pensions, Asset Management, Plan Sponsors
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