2016•Unpublished venueRequires access

Empirical Analysis of Market Connectedness as a Risk Factor for Explaining Expected Stock Returns

Shijie Deng, Min Kyu Sim, Xiaoming Huo

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Key concepts: Capital asset pricing model, Security market line, Market portfolio, Financial economics, Systematic risk, Economics, Treynor ratio, Consumption-based capital asset pricing model

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Empirical Analysis of Market Connectedness as a Risk Factor for Explaining Expected Stock Returns — Research Paper | ScholarLens