The Return of Return Dominance: Decomposing the Cross-section of Prices

Webinar, May 2024

The Wharton School’s Jacobs Levy Center hosted a webinar featuring Sean Myers, assistant professor of finance at Wharton.

Professor Myers presented his paper The Return of Return Dominance: Decomposing the Cross-section of Prices, which tackles the fundamental question – why do stock prices differ so much between companies? Professor Myers recently published this op-ed in MarketWatch about his paper.

The paper is co-authored with Ricardo De la O and Xiao Han. It won the 2023 Jacobs Levy Center Research Paper Prize for Best Paper and was covered by Knowledge at Wharton.

Jonathan Lewellen, the Carl E. and Catherine M. Heidt Professor of Finance at the Tuck School of Business at Dartmouth, gave a discussion of the paper, followed by an opportunity for audience Q&A. The webinar was hosted by Chris Geczy, Academic Director of the Jacobs Levy Center.

Sean Myers, assistant professor of finance at Wharton
Sean Myers

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