Daniel, Kent (contributor); Hirshleifer, David (contributor) - 2005
State University.
http://www.cob.ohio-state.edu/fin/faculty/hirshleifer/
∗∗∗Anderson Graduate School of Management …-
ipants at the first Asset Pricing Retreat at Amsterdam, and at the 2005 meetings of the
European Financial Management … ¯θi, βi, and γi are
common knowledge, but the realizations of f1, f2, and ηi are not revealed until date 2.
We assume that …