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
Marius Hees
Jean Edouard Colliard (HEC Paris, France)
Laura Coroneo (University of York, United Kingdom)
Steffen Andersen (Danmarks Nationalbank)
Sébastien Laurent (Aix-Marseille Université, France)
Christoph Breunig (University of Bonn, Germany)
Katrin Gödker (Bocconi University, Italy)
Nikolaus Hautsch (University of Vienna, Austria)
Kasper Meisner Nielsen (Copenhagen Business School, Denmark)
Aleksandar Andonov
Ron Kaniel (University of Rochester, United States)
Ishita Sen (Harvard Business School, United States)
Henri Servaes (London Business School, United Kingdom)
Dimitry Vayanos (London School of Economics, United Kingdom)
Nicolas Crouzet (Northwestern University, United States)