SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The Booms and Busts of Beta Arbitrage · Study

PreprintShelves

PreprintThe Booms and Busts of Beta Arbitrage

Shiyang Huang2015

OA

Preprintgreen2015

The Booms and Busts of Beta Arbitrage

Shiyang Huang · Dong Lou · Christopher Polk

25 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Corporate Finance and Governance Financial Analysis and Corporate Governance

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 25 citations exist upstream.

References

1993Common risk factors in the returns on stocks and bonds 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1997On Persistence in Mutual Fund Performance 1992The Cross-Section of Expected Stock Returns 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1958The Cost of Capital, Corporation Finance and the Theory of Investment 2002Illiquidity and stock returns: cross-section and time-series effects 2006Investor Sentiment and the Cross‐Section of Stock Returns

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2016Empirical Asset Pricing: The Cross Section of Stock Returnsarticle · 15 shared references 2018Psychology-Based Models of Asset Prices and Trading Volumechapter · 14 shared references 2015Alphanomics: The Informational Underpinnings of Market Efficiencyarticle · 14 shared references 2014Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shillerarticle · 13 shared references 2018Psychology-based Models of Asset Prices and Trading Volumepreprint · 13 shared references 2019Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returnsarticle · 12 shared references

Details

Year2015

Typepreprint

Published2015-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations25

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2139/ssrn.2666910

openalex_workW2525903089

Links

Imported from OpenAlex (CC0) — nothing here is generated.