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)
Jean Edouard Colliard (HEC Paris, France)
Steffen Andersen (Danmarks Nationalbank)
Katrin Gödker (Bocconi University, Italy)
Kasper Meisner Nielsen (Copenhagen Business School, Denmark)
Aleksandar Andonov