The conditional capital asset pricing model revisited : evidence from high-frequency betas
Fabian Hollstein, Marcel Prokopczuk, Chardin Wese Simen
| Year of publication: |
2020
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|---|---|
| Authors: | Hollstein, Fabian ; Prokopczuk, Marcel ; Wese Simen, Chardin |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 66.2020, 6, p. 2474-2494
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| Subject: | beta estimation | conditional CAPM | high-frequency data | CAPM | Betafaktor | Beta risk | Schätzung | Estimation | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2019.3317 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012254406