Does it pay to bet against beta? : on the conditional performance of the beta anomaly
Scott Cederburg and Michael S. O'Doherty
| Year of publication: |
April 2016
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|---|---|
| Authors: | Cederburg, Scott ; O'Doherty, Michael |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 71.2016, 2, p. 737-774
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| Subject: | Spekulation | Speculation | Betafaktor | Beta risk | Kapitalmarktrendite | Capital market returns | CAPM | Schätzung | Estimation | USA | United States | 1926-2012 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/jofi.12383 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011482347