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...
-
"internet radios" for streaming audio, and personal video recorders and players. Describe design and evaluation processes that could be used by a start-up company to improve the usability of such...
-
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...
-
What is the difference between correlation and dependence? Suppose that y = x 2 and x is normally distributed with mean zero and standard deviation one. What is the correlation between x and y ?
-
Briefly explain how the following programs would affect the elasticity of demand for labor in the steel industry: a. An increased tariff on steel imports. b. A law making it illegal to lay off...
-
Alou Equipment Repair has a September 30 year end. The company adjusts and closes its accounts on an annual basis. On August 31, 2017, the account balances of Alou Equipment Repair were as follows:...
-
Identify and analyze at least two considerations to ensure effective transaction transparency of Centralized database management systems and Distributed Database management systems. Identify...
-
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...
-
Answer the following true/false questions. Explain your answers as necessary. a. Different action verbs should be used in screen dialogue to describe required keyboard actions in order to add variety...
-
Compute the monthly payments on a 3-year lease for a $26,484 car if the annual rate of depreciation is 13% and the lease's annual interest rate is 5.3%. Round your answer to the nearest dollar.
-
If a 50 N block is resting on a steel table with a coefficient of static friction us = 0.74, then what minimum force is required to move the block?
-
A wholesale merchandising company uses the FIFO cost flow assumption. The beginning inventory balance was zero. Below is a worksheet showing inventory transactions for December 2020. What is the...
-
Consider the equal and opposite charges shown below. YA +Q++ a a (a) Show that at all points on the x-axis for which |x| a, Ex Browse... No file selected. This answer has not been graded yet....
-
A small company that trains executives on how to act when working in Japan had $70,000 worth of inventory on January 1, 2018, and it had $50,000 worth of inventory on December 31, 2018. If its cost...
-
Calculate the rate of cooling (kW) required to bring 300 kg/mm of carbon monoxide from 450C to 50C, performing the calculation (a) Using Table B.2 and (b) Using Table B.8. Considering how much...
-
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...
-
A psychrometer has a dry-bulb reading of 90F and a wet-bulb reading of 60F. Find each of the following measurements. (Use the data in this table as necessary.) (a) relative humidity (Enter your...
-
Determine the new value for net income if fixed costs are lowered by 5%, total variable costs rise by 3%, the price is lowered by 5%, and the level of output rises by 10% TFC $3,200,000.00 TVC...
-
Simplify the expression to a form in which 2 is raised to a single integer power. (25)32-7 2-6
Study smarter with the SolutionInn App