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Open Access

Normal Return Gaps: Dispersion Illuminates Diversification

William W. Jennings, Thomas C. O’Malley and Brian C. Payne
The Journal of Wealth Management Fall 2020, jwm.2020.1.105; DOI: https://doi.org/10.3905/jwm.2020.1.105
William W. Jennings
is a professor of finance and investments at the US Air Force Academy in Colorado Springs, CO
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Thomas C. O’Malley
is an assistant professor of management at the US Air Force Academy in Colorado Springs, CO
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Brian C. Payne
is an assistant professor of finance at the University of Nebraska in Omaha, NE
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Article Information

jwm.2020.1.105
DOI 
https://doi.org/10.3905/jwm.2020.1.105

Published By 
Pageant Media Ltd
Print ISSN 
1534-7524
Online ISSN 
2374-1368
History 
  • Published online July 26, 2020.

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  • Latest version (April 4, 2020 - 00:00).
  • You are currently viewing a Latest version of this article (July 26, 2020 - 21:52).
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© 2020 Pageant Media Ltd

Author Information

  1. William W. Jennings
    1. is a professor of finance and investments at the US Air Force Academy in Colorado Springs, CO. (wj{at}williamjennings.com)
  2. Thomas C. O’Malley
    1. is an assistant professor of management at the US Air Force Academy in Colorado Springs, CO. (thomas.omalley{at}usafa.edu)
  3. Brian C. Payne
    1. is an assistant professor of finance at the University of Nebraska in Omaha, NE. (brianpayne{at}unomaha.edu)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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The Journal of Wealth Management: 23 (4)
The Journal of Wealth Management
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Spring 2021
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Normal Return Gaps: Dispersion Illuminates Diversification
William W. Jennings, Thomas C. O’Malley, Brian C. Payne
The Journal of Wealth Management Jul 2020, jwm.2020.1.105; DOI: 10.3905/jwm.2020.1.105

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Normal Return Gaps: Dispersion Illuminates Diversification
William W. Jennings, Thomas C. O’Malley, Brian C. Payne
The Journal of Wealth Management Jul 2020, jwm.2020.1.105; DOI: 10.3905/jwm.2020.1.105
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  • Article
    • Abstract
    • NORMAL RETURN GAPS
    • DISCUSSION
    • CONCLUSION AND INVESTMENT IMPLICATIONS
    • ADDITONAL READING
    • ACKNOWLEDGMENTS
    • APPENDIX A
    • APPENDIX B
    • ENDNOTES
    • REFERENCES
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