Does systematic risk change when markets close? : an analysis using stocks' beta

Alessandra Insana

Year of publication:	2022
Authors:	Insana, Alessandra
Published in:	Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 109.2022, p. 1-17
Subject:	CAPM \| Conditional CAPM \| Daytime beta \| Nonparametric method \| Overnight beta \| Time-varying beta \| Betafaktor \| Beta risk \| Theorie \| Theory \| Schätzung \| Estimation \| Börsenkurs \| Share price \| Risiko \| Risk

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