Asset Complexity and the Return Gap

Academic journals

Publication Date
Review of Finance
Publication Authors
Pengjie Gao
Allen Hu
Peter Kelly
Cameron Peng
Ning Zhu

Pengjie Gao, Allen Hu, Peter Kelly, Cameron Peng, Ning Zhu (2024). Asset Complexity and the Return Gap. Review of Finance, 28 (2),  511–550.

doi: 10.1093/rof/rfad027