W. P. Carey School of Business
PO Box 873906
Tempe, AZ 85287-3906
Arizona State University (ASU) - Finance Department
in Total Papers Downloads
in Total Papers Citations
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
Profitability, Investment, Value Premium, Factor Models, Asset Pricing
High frequency trading, market microstructure, market efficiency
Pensions, Asset Management, Plan Sponsors
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