The beta anomaly in the Australian stock market and the lottery demand
Reza Bradrania, Jose Francisco Veron
| Year of publication: |
2023
|
|---|---|
| Authors: | Bradrania, Reza ; Veron, Jose Francisco |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 77.2023, p. 1-23
|
| Subject: | Beta | Beta anomaly | Conditional beta anomaly | Coskewness risk | Lottery demand | MAX effect | Betafaktor | Beta risk | CAPM | Australien | Australia | Glücksspiel | Gambling | Schätzung | Estimation | Risiko | Risk | 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.pacfin.2022.101903 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014463612