Seattle, WA 98195-3200
University of Washington - Michael G. Foster School of Business
in Total Papers Downloads
in Total Papers Citations
asset pricing model, investment horizon, factors, characteristics
systematic liquidity, systematic risk, institutional investors, diversification
operating leverage, capital structure, financial leverage, trade-off theory,profitability, default risk
Market design, preopening and opening prices, informational efficiency, options expirations, manipulation, international equity market
Systematic risk, Systematic liquidity, Diversi
Earnings Announcements, CAPM, Factor Models, SMB, HML
Equity Investments, Investment Industry, Historical Trends, Portfolio Management, Portfolio Construction, Rebalancing, and Implementation, Risk Measurement and Management, Equity Portfolios
Term Structure, Treasury bill forward and futures rates, time varying conditional term premium
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