Bad beta good beta, state-space news decomposition and the cross-section of stock returns
| Year of publication: |
2013
|
|---|---|
| Authors: | Wang, Kent ; Li, Jiawei ; Huang, Shicheng |
| Published in: |
Accounting and Finance. - Accounting and Finance Association of Australia and New Zealand - AFAANZ, ISSN 0810-5391. - Vol. 53.2013, 2, p. 587-607
|
| Publisher: |
Accounting and Finance Association of Australia and New Zealand - AFAANZ |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010697015