Bad Beta, Good Beta
Year of publication: |
2003-02
|
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Authors: | Campbell, John Y. ; Vuolteenaho, Tuomo |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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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: |
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