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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The European journal of finance"
~language:"eng"
~person:"Tang, Yi"
~subject:"Großbritannien"
~subject:"Kapitaleinkommen"
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Tang, Yi
Bali, Turan G.
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Management science : journal of the Institute for Operations Research and the Management Sciences
The European journal of finance
Georgetown McDonough School of Business Research Paper
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ECONIS (ZBW)
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Dynamic conditional beta is alive and well in the cross section of daily stock returns
Bali, Turan G.
;
Engle, Robert F.
;
Tang, Yi
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3760-3779
Persistent link: https://www.econbiz.de/10011772757
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2
Unusual news flow and the cross section of stock returns
Bali, Turan G.
;
Bodnaruk, Andrij
;
Scherbina, Anna
;
Tang, Yi
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4137-4155
Persistent link: https://www.econbiz.de/10011921496
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