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~person:"Herwartz, Helmut"
~person:"Reeves, Jonathan J."
~subject:"Capital income"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Beta risk estimator"
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Herwartz, Helmut
Reeves, Jonathan J.
Bali, Turan G.
4
Brooks, Robert
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Tang, Gordon Y. N.
4
Alexeev, Vitali
3
Chen, Chun-Da
3
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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
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:
3
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:
4
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
Saved in:
5
Monthly beta forecasting with low-, medium- and high-frequency stock returns
Cenesizoglu, Tolga
;
Liu, Qianqiu
;
Reeves, Jonathan J.
; …
- In:
Journal of forecasting
35
(
2016
)
6
,
pp. 528-541
Persistent link: https://www.econbiz.de/10011595959
Saved in:
6
Constant versus time-varying beta models : further forecast evaluation
Reeves, Jonathan J.
;
Wu, Haifeng
- In:
Journal of forecasting
32
(
2013
)
3
,
pp. 256-266
Persistent link: https://www.econbiz.de/10009758646
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