Theoretical decompositions of the cross-sectional dispersion of stock returns

DOI10.1080/14697688.2015.1080853OpenAlexW2272244921MaRDI QIDQ5001120

Steve Satchell, Andrew J. Grant

Publication date: 16 July 2021

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2015.1080853

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Financial markets (91G15)

Cites Work

• The “Fed Model” and the Predictability of Stock Returns*
• Beta-arbitrage strategies: when do they work, and why?
• Unnamed Item

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