How did Kolari, Liu, and Zhang (KLH) (2021) compute mean market returns as well as the return

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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?

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Investment Valuation And Asset Pricing Models And Methods

ISBN: 9783031167836

1st Edition

Authors: James W. Kolari, Seppo Pynnönen

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Question Posted: Mar 05, 2024 06:00 AM

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How did Kolari, Liu, and Zhang (KLH) (2021) compute mean market returns as well as the return

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Investment Valuation And Asset Pricing Models And Methods

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