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ß in the tails

Bandi, Federico M.; Renò, Roberto - In: Journal of econometrics 227 (2022) 1, pp. 134-150

Persistent link: https://www.econbiz.de/10013441641

Risk and return in private equity

Korteweg, Arthur - In: Handbook of the economics of corporate finance : …, (pp. 343-418). 2023

Persistent link: https://www.econbiz.de/10014475681

Beta, value, and growth : do dichotomous risk-preferences explain stock returns?

Montone, Maurizio - In: Journal of behavioral and experimental finance 39 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014457476

The beta anomaly in the Australian stock market and the lottery demand

Bradrania, Reza; Veron, Jose Francisco - In: Pacific-Basin finance journal 77 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014463612

Do hedge funds bet against beta?

Malachov, Aleksej; Riley, Timothy B.; Yan, Qing - In: International review of economics & finance : IREF 93 (2024) 1, pp. 1507-1525

Persistent link: https://www.econbiz.de/10014535483

Betting against beta with intraday and overnight signals

Insana, Alessandra - In: International review of financial analysis 86 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014248995

Is it alpha or beta? : decomposing hedge fund returns when models are misspecified

Ardia, David; Barras, Laurent; Gagliardini, Patrick; … - In: Journal of financial economics 154 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10015072088

Role of size and risk effects in value anomaly : evidence from the Indian stock market

Sharma, Mehak; Jain, Anshul - In: Cogent economics & finance 8 (2020) 1, pp. 1-12

Portfolios of companies with high book-to-market (BTM) ratio (low Price-To-Book (PB) ratios, Value firms) outperform those with companies with low BTM ratio (high PB ratios, Growth firms). In literature, this is known as the Value Anomaly. This anomaly is related to the third factor in the...

Persistent link: https://www.econbiz.de/10013179656

Cross-sectionnal patterns in Moroccan sock returns : a Fama-French perspective

Benfeddoul, Safae; Taib, Asmâa Alaoui - In: International journal of economics and financial issues … 14 (2024) 6, pp. 182-194

Persistent link: https://www.econbiz.de/10015095013

Examining significance of "downside beta" as a measure of risk : evidence from Indian equity market

Menon, Sivakumar; Mohanty, Pitabas; Damodaran, Uday; … - 2025

Persistent link: https://www.econbiz.de/10015396562