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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 beta anomaly and the quality effect in international stock markets
Bradrania, Reza; Veron, Jose Francisco; Wu, Winston - In: Journal of behavioral and experimental finance 38 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014456700
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Do hedge funds bet against beta?
Malachov, Aleksej; Riley, Timothy B.; Yan, Qing - In: International review of economics & finance : IREF 93 (2024) 1, pp. 1507-1525
Persistent link: https://www.econbiz.de/10014535483
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Covid-19’s effect on the alpha and beta of a US stock Exchange Traded Fund
Cao, Kang Hua; Woo, Chi-keung; Li, Ya; Liu, Yun - In: Applied economics letters 29 (2022) 2, pp. 123-128
Persistent link: https://www.econbiz.de/10012803395
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Three essays on asset pricing anomalies, investor overreaction, and mutual fund performance
Zhang, Hong - 2004
Persistent link: https://www.econbiz.de/10003551684
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Essays on asset pricing anomalies
Schrön, Sebastian - 2020
Persistent link: https://www.econbiz.de/10012660786
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Overselling winners and losers : how mutual fund managers' trading behavior affects asset prices
An, Li; Argyle, Bronson - In: Journal of financial markets 55 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10014543783
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Low-risk investment strategy : sector bets or stock bets?
Peswani, Shilpa; Joshipura, Mayank - In: Managerial finance 48 (2022) 3, pp. 521-539
Persistent link: https://www.econbiz.de/10013173322
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Order imbalance beta and stock returns
Yang, Chunpeng; Hu, Xiaoyi - In: Applied economics 52 (2020) 56, pp. 6100-6113
Persistent link: https://www.econbiz.de/10012308455
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A Lottery Demand-Based Explanation of the Beta Anomaly
Bali, Turan G. - 2016
The low (high) abnormal returns of stocks with high (low) beta - the beta anomaly - is one of the most persistent anomalies in empirical asset pricing research. This paper demonstrates that investors' demand for lottery-like stocks is an important driver of the beta anomaly. The beta anomaly is...
Persistent link: https://www.econbiz.de/10013006629