How did Kolari, Liu, and Zhang (KLH) (2021) compute mean market returns as well as the return
Question:
How did Kolari, Liu, and Zhang (KLH) (2021) compute mean market returns as well as the return dispersion for U.S. stocks? Are equal-weighted or value weighted return used in their computations of these factors?
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Answer rating: 100% (QA)
Answer Kolari Liu and Zhang KLH 2021 computed mean market returns and return dispersion for US stock...View the full answer
Answered By
Muhammad Umair
I have done job as Embedded System Engineer for just four months but after it i have decided to open my own lab and to work on projects that i can launch my own product in market. I work on different softwares like Proteus, Mikroc to program Embedded Systems. My basic work is on Embedded Systems. I have skills in Autocad, Proteus, C++, C programming and i love to share these skills to other to enhance my knowledge too.
3.50+
1+ Reviews
10+ Question Solved
Related Book For
Investment Valuation And Asset Pricing Models And Methods
ISBN: 9783031167836
1st Edition
Authors: James W. Kolari, Seppo Pynnönen
Question Posted:
Students also viewed these Business questions
-
Let A, B be sets. Define: (a) the Cartesian product (A B) (b) the set of relations R between A and B (c) the identity relation A on the set A [3 marks] Suppose S, T are relations between A and B, and...
-
Northern Virginia Community College HOW MUCH FINANCIAL RISK SHOULD YOU TAKE? Mark D. D'Antonio Nova Southeastern University FORT LAUDERDALE, FLORIDA, U.S.A. Abstract A successful retirement...
-
Q1. You have identified a market opportunity for home media players that would cater for older members of the population. Many older people have difficulty in understanding the operating principles...
-
The controller of Northwest Hardware has just received two forecasts for sales in the Montana District for the coming year. Based on an econometric analysis of consumer spending and economic trends,...
-
Friedrich Schneider, an economist at the Johannes Kepler University of Linz in Austria, made the following observation about China: "The average Chinese trusts neither the Chinese banks nor the...
-
Cuba is a good example of a market economy. a) True b) False
-
Determine the torsional strain energy in the A-36 steel shaft. The shaft has a radius of \(40 \mathrm{~mm}\). 8 kNm 6 kNm 12 kNm 0.6 m 0.4 m 0.5 m
-
Beck Company reported the following balances at December 31, 2011: common stock $400,000; paid-in capital in excess of par value common stock $100,000; and retained earnings $250,000. During 2012,...
-
The September 30 bank statement for Cadieux Company and the September ledger account for cash are summarized here: BANK STATEMENT Checks Deposits Other Balance Balance, September 1 $ 1,840 September...
-
On December 31, the trial balance shows wages expense of $600. An additional $200 of wages was earned by the employees, but has not yet been paid. Analyze this adjustment for wages using T accounts,...
-
Kolari, Liu, and Zhang (KLH) (2021) conducted out-of-sample Fama and Mac- Beth (1973) cross-sectional regression tests for the empirical ZCAPM and a number of other models, including the market model...
-
Kolari, Liu, and Zhang (KLH) (2021) proposed a novel empirical ZCAPM to capture positive and negative sensitivity to return dispersion (i.e., zeta risk). Write their empirical model. What is D it in...
-
On April 6, Home Furnishings purchased $25,200 of merchandise from Unas Imports, terms 2/10, n/45. On April 8, Home Furnishings returned $2,400 of the merchandise to Unas Imports for credit. Home...
-
Why might you choose a phone call, an email, a memo, a text message, or a particular social media for a given business message?
-
What are five characteristics of good audience benefits?
-
The U.S. Census Bureau lists these benefits from cooperating with the census: How well do these benefits meet the characteristics of good audience benefits discussed in this chapter? 1. "Census...
-
Identify a specific job posting you are interested in and list its requirements. Analyze the needs of the job and identify your personal strengths and qualifications to obtain it. As your instructor...
-
The first term in each pair is negative; the second is a positive term that is sometimes substituted for it. Which of the positive terms seem ethical? Which seem unethical? Briefly explain your...
-
Cost Recovery Analysis Hatch Enterprises uses the cost recovery method for all installment sales. Complete the followingtable. 5 2010 2011 2012 $92,000 $103,000 Installment sales Cost of installment...
-
1) Predict the organicproduct formed when BzCl reacts with cyclohexanol. BzCl = benzoylchloride. 2) Provide the majororganic product of the reaction below. 3) Draw the structureof the product formed...
-
What is the yield of the November 17 STRIPS expressed as an EAR? U.S. Treasury STRIPS, close of business November 15, 2015: Price Price Maturity November '19 Maturity November '16 99.471 95.035...
-
The treasurer of a large corporation wants to invest $20 million in excess short-term cash in a particular money market investment. The prospectus quotes the instrument at a true yield of 3.15...
-
A Treasury bill purchased in December 2016 has 55 days until maturity and a bank discount yield of 2.48 percent. What is the price of the bill as a percentage of face value? What is the bond...
-
Write the following expression in simplified radical form. 32t9w13 Assume that all of the variables in the expression represent positive real numbers.
-
Building an agenda explained building an agenda can be a long and complicated process. What I have learned through the text this week is that there is a significant amount of prework that needs to be...
-
A company that uses job order costing provided the following information: Dec. 31, Jan. 1, 2023 2023 Work in $17,200 $43,000 process inventory Finished 103,200 129,000 goods inventory Direct 301,000...
Study smarter with the SolutionInn App