Time-varying beta and the value premium
Hui Guo, Chaojiang Wu, and Yan Yu
| Year of publication: |
August 2017
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|---|---|
| Authors: | Guo, Hui ; Wu, Chaojiang ; Yu, Yan |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 52.2017, 4, p. 1551-1576
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| Subject: | Betafaktor | Beta risk | Kapitalmarktrendite | Capital market returns | CAPM | USA | United States | 1963-2012 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109017000382 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011928397