Browsing Department of Finance and Real Estate by Author "Li, Keming"

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Reassessing Anomalies And Puzzles

Li, Keming (Finance & Real Estate, 2014-07-14)

While standard asset pricing models assume a frictionless environment and investors are risk-averse individuals who maximize their utility based on all the available information in real time. The asset pricing literature ...

Browsing Department of Finance and Real Estate by Author "Li, Keming"

Reassessing Anomalies And Puzzles ﻿

Reassessing Anomalies And Puzzles