COURSE·FQF4104

Empirical Asset Pricing

Finance & Investments

17 Chapters

Offered in

Finance & Quantitative FinanceFQF4104electiveFinance

Chapters

Ch 1FREE

Foundations of the Cross-Sectional Dataset

14 min

Ch 2FREE

Sample Selection and Summary Statistics

14 min

Ch 3

Core Statistical Methods for Return Analysis

14 min

Unlock all chapters — plans from $8/mo

See Plans

Ch 4

Cross-Sectional Regression Methodology

10 min

Ch 5

Market Beta and the Cost of Capital

15 min

Ch 6

The Size and Value Dimensions

14 min

Ch 7

Medium-Term Momentum

14 min

Ch 8

Short-Term Reversal

10 min

Ch 9

Liquidity and Trading Frictions

16 min

Ch 10

Higher Moments and Skewness Preferences

15 min

Ch 11

The Idiosyncratic Volatility Puzzle

11 min

Ch 12

Cross-Sectional Dependence and Dynamic Properties

13 min

Ch 13

Cross-Sectional Distributional Properties

14 min

Ch 14

Information in Options Markets I Implied Volatility Spreads and Skewness

9 min

Ch 15

Information in Options Markets II — Volatility Changes and Option Returns

15 min

Ch 16

Behavioral and Accounting-Based Predictors

14 min

Ch 17

Lottery Preferences and Anomaly Integration

9 min