Bad beta good beta, state‐space news decomposition and the cross‐section of stock returns
| Year of publication: |
2013
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|---|---|
| Authors: | Wang, Kent ; Li, Jiawei ; Huang, Shicheng |
| Published in: |
Accounting and finance : journal of the Accounting Association of Australia and New Zealand. - Richmond, Vic. : Wiley-Blackwell, ISSN 0810-5391, ZDB-ID 8524713. - Vol. 53.2013, 2, p. 587-607
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