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The betting against beta anomaly : fact or fiction?

Buchner, Axel; Wagner, Niklas F. - In: Finance research letters 16 (2016), pp. 283-289

Persistent link: https://www.econbiz.de/10011656225

Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns

Bollerslev, Tim; Li, Sophia Zhengzi; Todorov, Viktor - In: Journal of financial economics 120 (2016) 3, pp. 464-490

Persistent link: https://www.econbiz.de/10011590229

Time-varying betas of US REITs from 1972 to 2013

Sing, Tien-foo; Tsai, I-Chun; Chen, Ming-Chi - In: The journal of real estate finance and economics 52 (2016) 1, pp. 50-72

Persistent link: https://www.econbiz.de/10011591419

Quantile relationships between standard, diffusion and jump betas across Japanese banks

Chowdhury, Biplob; Jeyasreedharan, Nagaratnam; Dungey, … - In: Journal of Asian economics 59 (2018), pp. 29-47

Persistent link: https://www.econbiz.de/10012102893

Assessing systematic risk using time series regression : an evidence from Indian capital market

Prakash R. P.; Yaragol, Prakash Basanna - In: The journal of Institute of Public Enterprise 41 (2018) 3/4, pp. 46-62

Persistent link: https://www.econbiz.de/10012023499

Betas V characteristics : do stock characteristics enhance the investment opportunity set in U.K. stock returns?

Fletcher, Jonathan - In: The North American journal of economics and finance : a … 46 (2018), pp. 114-129

Persistent link: https://www.econbiz.de/10012036611

Shareholder activism and equity price reactions

King, Timothy; Bozos, Konstantinos; Koutmos, Dimitrios - In: Economics letters 160 (2017), pp. 100-104

Persistent link: https://www.econbiz.de/10011903814

The neglect effect in security beta estimates - an observation of the US stock market from 1933 until 2016

Scheler, Fabian; Ecker, Frank; Werner, Jan - 2017

Persistent link: https://www.econbiz.de/10011921132

A lottery-demand-based explanation of the beta anomaly

Bali, Turan G.; Brown, Stephen J.; Murray, Scott; Tang, Yi - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 6, pp. 2369-2397

Persistent link: https://www.econbiz.de/10011929337

Analysing assets' performance inside a portfolio : from crossed beta to the net risk premium ratio

Bosch-Badia, Maria-Teresa; Montllor i Serrats, Joan; … - In: Cogent economics & finance 5 (2017) 1, pp. 1-23

This paper is focused on enlarging the performance inside a portfolio that provides the Treynor ratio by relating portfolio weights with performance indicators. Intuition suggests that the higher the weight of an asset, the higher should be its expected performance. These weights, and the...

Persistent link: https://www.econbiz.de/10011877322