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~person:"Reeves, Jonathan J."
~type_genre:"Article in journal"
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Search: subject_exact:"Beta risk estimator"
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10
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Reeves, Jonathan J.
Schwetzler, Bernhard
33
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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
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
Beta forecasting at long horizons
Cenesizoglu, Tolga
;
Ribeiro, Fabio de Oliveira Ferrazoli
; …
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 936-957
Persistent link: https://www.econbiz.de/10011746930
Saved in:
6
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:
7
Betas and the myth of market neutrality
Papageorgiou, Nicolas A.
;
Reeves, Jonathan J.
;
Xie, Xuan
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 548-558
Persistent link: https://www.econbiz.de/10011597207
Saved in:
8
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
Saved in:
9
Dynamic asset beta measurement
Chen, Brandon
;
Reeves, Jonathan J.
- In:
Applied financial economics
22
(
2012
)
19/21
,
pp. 1655-1664
Persistent link: https://www.econbiz.de/10009715938
Saved in:
10
Quarterly beta forecasting : an evaluation
Hooper, Vincent J.
;
Ng, Kevin
;
Reeves, Jonathan J.
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 480-489
Persistent link: https://www.econbiz.de/10003764128
Saved in:
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