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Theoretical decompositions of the cross-sectional dispersion of stock returns

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  • Andrew Grant
  • Steve Satchell

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  • Andrew Grant & Steve Satchell, 2016. "Theoretical decompositions of the cross-sectional dispersion of stock returns," Quantitative Finance, Taylor & Francis Journals, vol. 16(2), pages 169-180, February.
    • Handle: RePEc:taf:quantf:v:16:y:2016:i:2:p:169-180
    DOI: 10.1080/14697688.2015.1080853
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    References listed on IDEAS

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    1. Gregory Connor & Sheng Li, 2009. "Market Dispersion and the Profitability of Hedge Funds," Economics Department Working Paper Series n2000109.pdf, Department of Economics, National University of Ireland - Maynooth.
    2. Brennan, Michael J., 1993. "Agency and Asset Pricing," University of California at Los Angeles, Anderson Graduate School of Management qt53k014sd, Anderson Graduate School of Management, UCLA.
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    Cited by:

    1. Guillaume Coqueret, 2022. "Characteristics-driven returns in equilibrium," Papers 2203.07865, arXiv.org.

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