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The cross section of expected returns with MIDAS betas
González, Mariano; Nave, Juan M.; Rubio, Gonzalo - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 1, pp. 115-135
Persistent link: https://www.econbiz.de/10009623141
Cover Image
The Cross Section of Expected Returns with MIDAS Betas
González, Mariano; Nave, Juan; Rubio, Gonzalo - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 1, pp. 115-137
Persistent link: https://www.econbiz.de/10009973687