Asset Pricing Under Prior-Induced Beta Uncertainty

authors

• Johnson, Shane

published proceedings

• Mays Business School Research Paper

author list (cited authors)

• Hu, S. S., Johnson, S. A., & Liu, Y.

complete list of authors

• Hu, Shuting Sophia||Johnson, Shane A||Liu, Yan

publication date

• July 2017

keywords

• 10-k
• Bayesian
• Commodity Risk
• Currency Risk
• Interest Rate Risk
• Item 1a
• Parameter Uncertainty
• Recession Risk
• Risk Factors

issue

• 2874056