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)
Wei Hou
Jean Edouard Colliard (HEC Paris, France)
Spencer Bastani (IFAU / Uppsala University, Sweden), Anne Brockmeyer (World Bank), Albert Jan Hummel (University of Groningen), and Marko Köthenbürger (ETH Zürich, Switzerland)
Steffen Andersen (Danmarks Nationalbank)
Katrin Gödker (Bocconi University, Italy)
Kasper Meisner Nielsen (Copenhagen Business School, Denmark)
Aleksandar Andonov
Ron Kaniel (University of Rochester, United States)