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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
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Bali, Turan G.
7
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4
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
459
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459
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1
Estimating
beta
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
4
,
pp. 1437-1466
Persistent link: https://www.econbiz.de/10011610446
Saved in:
2
A lottery-demand-based explanation of the
beta
anomaly
Bali, Turan G.
;
Brown, Stephen J.
;
Murray, Scott
;
Tang, Yi
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2369-2397
Persistent link: https://www.econbiz.de/10011929337
Saved in:
3
Beta
active hedge fund management
Duanmu, Jun
;
Malachov, Aleksej
;
McCumber, William
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2525-2558
Persistent link: https://www.econbiz.de/10012128051
Saved in:
4
Returns-chasing behavior, mutual funds and
beta
's death
Karceski, Jason
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
4
,
pp. 559-594
Persistent link: https://www.econbiz.de/10001724559
Saved in:
5
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
Saved in:
6
Changing risk, return, and leverage : the 1997 Asian financial crisis
Maroney, Neal
;
Naka, Atsuyuki
;
Wansi, Theresia
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
1
,
pp. 143-166
Persistent link: https://www.econbiz.de/10001988598
Saved in:
7
Beta
matrix and common factors in stock returns
Ahn, Seung Chan
;
Horenstein, Alex R.
;
Wang, Na
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
3
,
pp. 1417-1440
Persistent link: https://www.econbiz.de/10011930424
Saved in:
8
New evidence on conditional factor models
Cooper, Ilan
;
Maio, Paulo
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 1975-2016
Persistent link: https://www.econbiz.de/10012140056
Saved in:
9
Two trees with heterogeneous beliefs : spillover effect of disagreement
Han, Bing
;
Lu, Lei
;
Zhou, Yi
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
4
,
pp. 1791-1819
Persistent link: https://www.econbiz.de/10012139954
Saved in:
10
On the diversification, observability, and measurement of estimation risk
Clarkson, Peter M.
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
1
,
pp. 69-84
Persistent link: https://www.econbiz.de/10001208251
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