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~person:"Herwartz, Helmut"
~person:"Hollstein, Fabian"
~person:"Reeves, Jonathan J."
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Beta risk estimator"
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19
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19
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16
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beta estimation
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Herwartz, Helmut
Hollstein, Fabian
Reeves, Jonathan J.
Schwetzler, Bernhard
33
Lahmann, Alexander
31
Hammer, Benjamin
17
Brooks, Robert
16
Faff, Robert W.
16
Knoll, Leonhard
10
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6
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Feder-Sempach, Ewa
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Tang, Gordon Y. N.
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Degner, Jan
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Duc Hong Vo
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Chen, Chun-Da
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ECONIS (ZBW)
19
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1
Beta measurement with high frequency returns
Bao Doan
;
Lee, John B.
;
Liu, Qianqiu
;
Reeves, Jonathan J.
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013459130
Saved in:
2
Testing factor models in the cross-section
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013538943
Saved in:
3
Shifts in beta and the TARP announcement
Phin, Andrew
;
Prono, Todd
;
Reeves, Jonathan J.
;
Saxena, …
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013553701
Saved in:
4
The memory of beta
Becker, Janis
;
Hollstein, Fabian
;
Prokopczuk, Marcel
; …
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012816442
Saved in:
5
The conditional capital asset pricing model revisited : evidence from high-frequency betas
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Management science : journal of the Institute for …
66
(
2020
)
6
,
pp. 2474-2494
Persistent link: https://www.econbiz.de/10012254406
Saved in:
6
Estimating beta : the international evidence
Hollstein, Fabian
- In:
Journal of banking & finance
121
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012521614
Saved in:
7
Beta uncertainty
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012489243
Saved in:
8
Estimating beta : forecast adjustments and the impact of stock characteristics for a broad cross-section
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of financial markets
44
(
2019
),
pp. 91-118
Persistent link: https://www.econbiz.de/10012317421
Saved in:
9
Targeting market neutrality
Lee, John B.
;
Reeves, Jonathan J.
;
Tjahja, Alice C.
; …
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 437-451
Persistent link: https://www.econbiz.de/10012194663
Saved in:
10
CAPM, components of beta and the cross section of expected returns
Cenesizoglu, Tolga
;
Reeves, Jonathan J.
- In:
Journal of empirical finance
49
(
2018
),
pp. 223-246
Persistent link: https://www.econbiz.de/10012117743
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