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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
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