430 Wehner
College Station, TX 77843-4218
United States
Texas A&M University - Department of Finance
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CAPM, cross-sectional tests, expected returns, realized returns
Investment Portfolios, Market Index, Return Dispersion
asset pricing, zero-beta CAPM, market volatility
Asset pricing, Cross-sectional stock returns, Expectation-maximization (EM) algorithm, Return dispersion
momentum, market risk, return dispersion, asset pricing
asset pricing, CAPM, cross-sectional tests, market beta
efficient portfolios, market, beta, market index, multifactors
alpha, asset pricing, cross-sectional tests, mispricing error, ZCAPM
asset pricing models, cross-sectional tests, mispricing error, ZCAPM
asset pricing, cross-sectional stock returns, CAPM, zero-beta CAPM, ZCAPM