NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Does Risk Explain Anomalies? Evidence from Expected Return Estimates

Jin Ginger Wu, Lu Zhang

NBER Working Paper No. 15950
Issued in April 2010

---- Acknowledgements -----

For helpful comments, we thank Adlai Fisher (WFA discussant), Kewei Hou, Ravi Jagannathan, K. C. John Wei (CICF discussant), and other seminar participants at University of Georgia, the Western Finance Association Annual Meetings in 2009, and the China International Conference in Finance in 2010. All remaining errors are our own. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

return to bibliography page

 
Publications
Activities
Meetings
NBER Videos
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us