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We test a new cross-sectional relation between expected stock return and idiosyncratic risk implied by the theory of limits to arbitrage.
Curriculum Vitae July, 2 010 Jie (Jay) Cao. Department of Finance. Faculty of Busines s Administration
Favorite Music: Jun jie, jay, energy, khalil fong,daren tan,gary,mlb,5566,mayday n etc. Favorite TV Shows: channel 8 (ah wang) , u (U are the one), 5 and kids central.
Shi-Jie (Jay Chou), grew up in a martial arts school and is well-trained in kung-fu. With his kung-fu skills and good reflexes, Shi-Jie excels in basketball by mastering the slam ...
Hobbies and Interests: Jogging, Movies, Photography. Favorite Movies: Shrek, Warlords, Bridge to Terabithia. Favorite Music: Alicia Keys, Avril, Lin Jun Jie, Jay Chou
We test a new cross-sectional relation between expected stock return and idiosyncratic risk implied by the theory of limits to arbitrage.
1. SAS with SQL. With SQL procedure, SAS is really efficient in handling huge data sets such as NYSE TAQ database. With IML procedure, SAS can work on matrix ...
Department of Finance The Chinese University of Hong Kong Shatin, New Territories, Hong Kong Tel: (+852) 2609-7757. Fax: (+852) 2603-6586
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