The beta anomaly and the quality effect in international stock markets
Reza Bradrania, Jose Francisco Veron, Winston Wu
| Year of publication: |
2023
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|---|---|
| Authors: | Bradrania, Reza ; Veron, Jose Francisco ; Wu, Winston |
| Published in: |
Journal of behavioral and experimental finance. - Amsterdam : Elsevier, ISSN 2214-6350, ZDB-ID 3068041-4. - Vol. 38.2023, p. 1-18
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| Subject: | Beta | Stock returns | Beta anomaly | Betting against beta | Abnormal returns | Stock quality | Kapitaleinkommen | Capital income | Betafaktor | Beta risk | CAPM | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbef.2023.100808 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014456700