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ArticleUnderstanding industry betas

Lieven Baele2013

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Articlegreen2013

Understanding industry betas

Lieven Baele · Juan M. Londoño

24 citations·0/0 files stored·Journal of Empirical Finance

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

2002Dynamic Conditional Correlation 1997Industry costs of equity 1991The Variation of Economic Risk Premiums 1998Optimal Investment, Growth Options, and Security Returns 2012Stock Market Volatility and Macroeconomic Fundamentals 1993The Risk and Predictability of International Equity Returns 2005There is a risk-return trade-off after all 2007MIDAS Regressions: Further Results and New Directions

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Year2013

Typearticle

Published2013-02-19

VenueJournal of Empirical Finance

ISSN-L0927-5398

Languageen

Citations24

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jempfin.2013.02.003

openalex_workW3125077261

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