And The Cross Sectional Predictability
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Investor Sentiment and the Cross-Section of Stock Returns
people.stern.nyu.eduin rational, market-wide risk premia or time variation in the cross-sectional pattern of risk, that is, beta loadings. Further tests cast doubt on these hy-potheses. We test the second possibility directly and find no link between the patterns in predictability and patterns in betas with market returns or con-sumption growth.
ANALYSIS OF MAJOR RISKS IN CONSTRUCTION PROJECTS
www.arpnjournals.orgis designed to probe the cross-sectional behavioural pattern of construction risks construction industry. The ... predictability about structure outcome or consequences in a decision or planning situation, the uncertainty associated with estimates of outcomes - there is a chance that results ...
A Comprehensive Look at The Empirical Performance of ...
www.hec.unil.chCross-Sectional Premium (csp) : The cross-sectional beta premium measures the relative valuations of high- and low-beta stocks and is proposed in Polk, Thompson, and Vuolteenaho (2006). The csp data are from Samuel Thompson from May 1937 to December 2002.