A Cross-Sectional Decomposition of Firms’ Market Betas
Kris Jacobs (University of Houston, United States)
- Erasmus Finance Seminars
Kris Jacobs (University of Houston, United States)
Hyeyoon Jung (Federal Reserve Bank of New York, United States)
Kevin Dano (Princeton University, United States)
Patricia Himml
Wei Hou
Christoph Breunig (University of Bonn, Germany)
Ron Kaniel (University of Rochester, United States)