Nathaniel Light

American University in Dubai

Assistant Professor of Finance

Dubai, UAE 28282

United Arab Emirates

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 46,165

SSRN RANKINGS

Top 46,165

in Total Papers Downloads

886

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Aggregation of Information About the Cross Section of Stock Returns: A Latent Variable Approach

Review of Financial Studies (RFS), Vol. 30, No. 4, pp. 1339-1381, 2017
Number of pages: 70 Posted: 10 Aug 2013 Last Revised: 05 Jun 2017
Nathaniel Light, Denys Maslov and Oleg Rytchkov
American University in Dubai, Moody's Analytics and Temple University - Department of Finance
Downloads 886 (25,824)
Citation 3

Abstract:

Loading...

asset pricing, expected returns, anomaly, latent variables, PLS