Correlated Demand Shocks and Asset Pricing
The correlated demand shocks from institutional investors can increase risk in asset pricing, with stocks exposed to higher correlated demand showing higher market betas and risk premiums.
Featured in No. 35 on 30 Jan 2024 · 6 days after release · 1 citation today
- Released
- 24 Jan 2024
- First featured
- No. 35 · 30 Jan 2024
- Citations (Semantic Scholar)
- 1
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4705500
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).