INFORMATION DIFFUSION BASED EXPLANATIONS OF ASSET PRICING ANOMALIES Athanasios Bolmatis University of California, Los Angeles

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Date: 2007-09-11 17:58:21 Financial markets Mathematical finance Financial ratios Investment Capital asset pricing model Fama–MacBeth regression Beta Kenneth French Quantitative analyst Financial economics Finance Economics		INFORMATION DIFFUSION BASED EXPLANATIONS OF ASSET PRICING ANOMALIES Athanasios Bolmatis University of California, Los Angeles Add to Reading List Source URL: www.bostonfed.org Download Document from Source Website File Size: 493,12 KB Share Document on Facebook

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