Results 121 to 130 of about 94,964 (137)

The cross-section of expected corporate bond returns: Betas or characteristics?

Journal of Financial Economics, 2005
Bhaskaran Swaminathan
exaly  

Information Risk and Fair Values: An Examination of Equity Betas

Journal of Accounting Research, 2011
Edward J Riedl, George Serafeim
exaly  

Estimating the Dynamics of Mutual Fund Alphas and Betas

Review of Financial Studies, 2008
Harry Mamaysky
exaly  

Jumps and betas: A new framework for disentangling and estimating systematic risks

Journal of Econometrics, 2010
Tim Bollerslev
exaly  

Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas

Review of Asset Pricing Studies, 2014
Thomas Gilbert, Christopher Hrdlicka, Jonathan A Kalodimos   +2 more
exaly  

Turning alphas into betas: Arbitrage and endogenous risk

Journal of Financial Economics, 2020
exaly  

Non-myopic betas

Journal of Financial Economics, 2018
Grigory Vilkov
exaly  

Macroeconomic determinants of stock market betas

Journal of Empirical Finance, 2018
Juan Nave
exaly  

Bayesian Analysis of Stochastic Betas

Journal of Financial and Quantitative Analysis, 2005
Gergana Jostova, Alexander Philipov
exaly  

Rates of convergence for the posterior distributions of mixtures of Betas and adaptive nonparametric estimation of the density

Annals of Statistics, 2010
Judith N Rousseau
exaly