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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~source:"econis"
~subject:"Betafaktor"
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Bali, Turan G.
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Journal of financial and quantitative analysis : JFQA
Journal of financial economics
22
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International review of financial analysis
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International review of economics & finance : IREF
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1
Beta active hedge fund management
Duanmu, Jun
;
Malachov, Aleksej
;
McCumber, William
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2525-2558
Persistent link: https://www.econbiz.de/10012128051
Saved in:
2
Beta matrix and common factors in stock returns
Ahn, Seung Chan
;
Horenstein, Alex R.
;
Wang, Na
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
3
,
pp. 1417-1440
Persistent link: https://www.econbiz.de/10011930424
Saved in:
3
Short-term interest rates and stock market anomalies
Maio, Paulo
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
3
,
pp. 927-961
Persistent link: https://www.econbiz.de/10011743860
Saved in:
4
Best practice for cost-of-capital estimates
Levi, Yaron
;
Welch, Ivo
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
2
,
pp. 427-464
Persistent link: https://www.econbiz.de/10011742050
Saved in:
5
A lottery-demand-based explanation of the beta anomaly
Bali, Turan G.
;
Brown, Stephen J.
;
Murray, Scott
;
Tang, Yi
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2369-2397
Persistent link: https://www.econbiz.de/10011929337
Saved in:
6
Time-varying beta and the value premium
Guo, Hui
;
Wu, Chaojiang
;
Yu, Yan
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1551-1576
Persistent link: https://www.econbiz.de/10011928397
Saved in:
7
Estimating beta
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
4
,
pp. 1437-1466
Persistent link: https://www.econbiz.de/10011610446
Saved in:
8
The cross section of expected returns with MIDAS betas
González, Mariano
;
Nave Pineda, Juan M.
;
Rubio, Gonzalo
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
1
,
pp. 115-135
Persistent link: https://www.econbiz.de/10009623141
Saved in:
9
Bayesian analysis of stochastic betas
Jostova, Gergana
;
Philipov, Alexander
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
4
,
pp. 747-778
Persistent link: https://www.econbiz.de/10003242805
Saved in:
10
Changing risk, return, and leverage : the 1997 Asian financial crisis
Maroney, Neal
;
Naka, Atsuyuki
;
Wansi, Theresia
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
1
,
pp. 143-166
Persistent link: https://www.econbiz.de/10001988598
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