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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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Investor sentiment, beta, and the cost of equity capital
Antoniou, Constantinos; Doukas, John A.; Subrahmanyam, … - In: Management science : journal of the Institute for … 62 (2016) 2, pp. 347-367
Persistent link: https://www.econbiz.de/10011446188
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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 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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Costly interpretation of asset prices
Mondria, Jordi; Vives, Xavier; Yang, Liyan - In: Management science : journal of the Institute for … 68 (2022) 1, pp. 52-74
Persistent link: https://www.econbiz.de/10012821032
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Explaining momentum and value simultaneously
Li, Jun - In: Management science : journal of the Institute for … 64 (2018) 9, pp. 4239-4260
Persistent link: https://www.econbiz.de/10011921516
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Asset pricing implications of short-sale constraints in imperfectly competitive markets
Liu, Hong; Wang, Yajun - In: Management science : journal of the Institute for … 65 (2019) 9, pp. 4422-4439
Persistent link: https://www.econbiz.de/10012118588
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Valuing thinly traded assets
Longstaff, Francis A. - In: Management science : journal of the Institute for … 64 (2018) 8, pp. 3868-3878
Persistent link: https://www.econbiz.de/10011900055
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Deep learning in asset pricing
Chen, Luyang; Pelger, Markus; Zhu, Jason - In: Management science : journal of the Institute for … 70 (2024) 2, pp. 714-750
Persistent link: https://www.econbiz.de/10014513601
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From local to global : offshoring and asset prices
Bretscher, Lorenzo - In: Management science : journal of the Institute for … 69 (2023) 3, pp. 1420-1448
Persistent link: https://www.econbiz.de/10014303788