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1
Mood beta and seasonalities in stock returns
Hirshleifer, David
;
Jiang, Danling
;
Meng, Yuting
- In:
Journal of financial economics
137
(
2020
)
1
,
pp. 272-295
Persistent link: https://www.econbiz.de/10012631338
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2
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
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3
Bear beta
Lu, Zhongijn
;
Murray, Scott
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 736-760
Persistent link: https://www.econbiz.de/10012133542
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4
Variance risk in aggregate stock returns and time-varying return predictability
Pyun, Sungjune
- In:
Journal of financial economics
132
(
2019
)
1
,
pp. 150-174
Persistent link: https://www.econbiz.de/10012134795
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5
CAPM
for estimating the cost of equity capital: Interpreting the empirical evidence
Da, Zhi
;
Guo, Re-Jin
;
Jagannathan, Ravi
- In:
Journal of financial economics
103
(
2012
)
1
,
pp. 204-220
Persistent link: https://www.econbiz.de/10009492585
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6
Testing conditional factor models
Ang, Andrew
;
Kristensen, Dennis
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10009666667
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7
Systematic risk and the cross section of hedge fund returns
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 114-131
Persistent link: https://www.econbiz.de/10009666668
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8
Betting against beta
Frazzinia, Andrea
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010255547
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9
The cross-section of expected corporate bond returns : betas or characteristics?
Gebhardt, William R.
;
Hvidkjær, Søren
;
Swaminathan, …
- In:
Journal of financial economics
75
(
2005
)
1
,
pp. 85-114
Persistent link: https://www.econbiz.de/10002515963
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10
Understanding momentum and reversal
Kelly, Bryan T.
;
Moskowitz, Tobias J.
;
Pruitt, Seth
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 726-743
Persistent link: https://www.econbiz.de/10013259592
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