Quantcast

The Money Blogs is the source for Blogs about the latest financial and stock market news with rss feeds

Stock Investing > Finance Professor

SSRN-The Cross-Section of Expected Stock Returns: What Have We Learnt from the Past Twenty-Five Years of Research? by Avanidhar

Mahar | Thu, 11/12/2009 - 1:07pm |  Add a comment

Rank this post

0
VERY good review article on the ability of financial models (CAPM, APT, Fama-French, etc) to predict and explain cross sectional stock returns).Super short version: While we have progressed, we have done so down different paths and there needs to be some standardization, testing for robustness, and
... Read the full post

Comments

Please or register to post comments.