SSRN Electronic Journal · 2010 · 11 citations · 0 references
BusinessEconomicsFinanceEconometricsFinancial EconomicsFinancial MarketsAsset Pricing EmpiricsAsset Pricing TheoryAsset Return ModelingCapital MarketsInvestment TheoryMarket EfficiencyAsymmetric BeliefsCross-section Of Asset ReturnsDependence In Asset ReturnsEquity Return PredictabilityFinancial Market EfficiencyHeterogeneous BeliefsHeterogeneous Risk AversionMarket Efficiency Tests