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)
Tim Cason (Purdue University, United States)
Timo Hener (Aarhus University, Denmark)
Hyeyoon Jung (Federal Reserve Bank of New York, United States)
Peter Bossaerts (University of Cambridge, United Kingdom)
Claudia Ranocchia (Tilburg University)
Kevin Dano (Princeton University, United States)
Patricia Himml
Wei Hou
Antonio Dalla-Zuanna (Bank of Italy)
Rustamdjan Hakimov
Sebastian Merkel (University of Bristol, United Kingdom)
Henning Hermes (University of Munich, Germany)
Stefan Voigt (University of Copenhagen, Denmark)
Yiming Liu (WZB Berlin, Germany)
Christoph Breunig (University of Bonn, Germany)
Leonard Treuren (KU Leuven, Belgium)
Raquel Ortega-Argiles (The University of Manchester, United Kingdom)
Agata Farina (Princeton University, United States)
Dario Pozzoli (Copenhagen Business School, Denmark)