Bad Beta, Good Beta
Year of publication: |
2003-02
|
---|---|
Authors: | Campbell, John Y. ; Vuolteenaho, Tuomo |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP published as Campbell, Johny. and Tuomo Vuolteenaho. "Bad Beta, Good Beta," American Economic Review, 2004, v94(5,Dec), 1249-1275. Number 9509 |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
-
Systematic Mispricing in European Equity Prices?
Berneburg, Marian, (2007)
-
Excess Volatility in European Equity Style Indices - New Evidence
Berneburg, Marian, (2006)
-
Transaction costs, liquidity and expected returns at the Berlin stock exchange, 1892-1913
Burhop, Carsten, (2010)
- More ...
-
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns
Campbell, John Y., (2005)
-
Inflation Illusion and Stock Prices
Campbell, John Y., (2004)
-
Inflation Illusion and Stock Prices
Campbell, John Y., (2004)
- More ...