Economics, Econometrics and Finance
4 years ago

New study reveals key to predicting stock market returns accurately!

SSRN Electronic Journal
Realized Betas and the Cross-Section of Expected Returns
Claudio Morana

Paper Summary

The study looked at why some investments make more money than others. By using a new way to measure risk, they found that this method can better predict how much return an investment will make. They found that this new method can explain about 63% of why some investments do better than others.

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