Similar Search Results

An empirical examination of beta anomaly in India

Rakhyani, Sarika - In: Decision : official journal of Indian Institute of … 48 (2021) 2, pp. 191-206

Persistent link: https://www.econbiz.de/10012622221

Betting against beta with intraday and overnight signals

Insana, Alessandra - In: International review of financial analysis 86 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014248995

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

The value added of hedge fund styles in multi-asset protfolios : a new approach based on bull and bear market betas

Heidorn, Thomas; Kaiser, Dieter G.; Lucke, Daniel - In: Review of accounting & finance 12 (2013) 1, pp. 44-59

Persistent link: https://www.econbiz.de/10010126724

Betting against noisy beta

Lehnert, Thorsten - In: The Journal of finance and data science : JFDS 8 (2022), pp. 55-68

Strategies that overweight low beta stocks and underweight high beta stocks earn positive alphas. Price noise is known … to affect high beta stocks, hence, noise trading can be expected to significantly affect the performance of these …) Betting Against Beta (BAB) factor in the US for a period 1984 until 2015. I find mispricing and reversal effects. In …

Persistent link: https://www.econbiz.de/10014433683