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An analysis on the predictability of CAPM beta for momentum returns
Cenesizoglu, Tolga; Papageorgiou, Nicolas; Reeves, … - In: Journal of Forecasting 38 (2018) 2, pp. 136-153
Persistent link: https://www.econbiz.de/10012082013
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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/10011006247