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The beta anomaly and mutual fund performance
Irvine, Paul; Kim, Jeong-ho; Ren, Jue - In: Management science : journal of the Institute for … 70 (2024) 1, pp. 143-163
Persistent link: https://www.econbiz.de/10014469917
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The conditional capital asset pricing model revisited : evidence from high-frequency betas
Hollstein, Fabian; Prokopczuk, Marcel; Wese Simen, Chardin - In: Management science : journal of the Institute for … 66 (2020) 6, pp. 2474-2494
Persistent link: https://www.econbiz.de/10012254406
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The booms and busts of beta arbitrage
Huang, Shiyang; Liu, Xin; Lou, Dong; Polk, Christopher - In: Management science : journal of the Institute for … 70 (2024) 8, pp. 5367-5385
Persistent link: https://www.econbiz.de/10015047126
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Asset-pricing implications of dividend volatility
Li, Yan; Yang, Liyan - In: Management science : journal of the Institute for … 59 (2013) 9, pp. 2036-2055
Persistent link: https://www.econbiz.de/10010194838
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Household production and asset prices
Da, Zhi; Wei Yang; Yun, Hayong - In: Management science : journal of the Institute for … 62 (2016) 2, pp. 387-409
Persistent link: https://www.econbiz.de/10011446201
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Dynamic attention behavior under return predictability
Andrei, Daniel; Hasler, Michael - In: Management science : journal of the Institute for … 66 (2020) 7, pp. 2906-2928
Persistent link: https://www.econbiz.de/10012268553
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Corporate social responsibility and firm risk : theory and empirical evidence
Albuquerque, Rui; Koskinen, Yrjö; Zhang, Chendi - In: Management science : journal of the Institute for … 65 (2019) 10, pp. 4451-4469
Persistent link: https://www.econbiz.de/10012118058
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Testing pricing errors of models with latent factors and firm characteristics as covariances
Zhang, Chu - In: Management science : journal of the Institute for … 70 (2024) 3, pp. 1706-1728
Persistent link: https://www.econbiz.de/10014515107
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Asymmetric reporting timeliness and informational feedback
Chen, Qi; Huang, Zeqiong; Jiang, Xu; Zhang, Gaoqing; … - In: Management science : journal of the Institute for … 67 (2021) 8, pp. 5194-5208
Persistent link: https://www.econbiz.de/10012625099
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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