An empirical examination of beta anomaly in India
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Medicine
Link
https://link.springer.com/content/pdf/10.1007/s40622-021-00278-6.pdf
Reference28 articles.
1. Agarwalla SK, Jacob J, Varma JR, Vasudevan E (2014) Betting against beta in the Indian market. Available at SSRN 2464097
2. Ansari VA (2000) Capital asset pricing model: should we stop using it? Vikalpa 25(1):55–64
3. Auer BR, Schuhmacher F (2015) Liquid betting against beta in Dow Jones Industrial Average stocks. Financ Anal J 71(6):30–43
4. Baker M, Bradley B, Taliaferro R (2013) The low-risk anomaly: a decomposition into micro and macro effects. Financ Anal J 70(2):43–58
5. Barroso P, Maio P (2016) Managing the risk of the “betting−against−beta” anomaly: does it pay to bet against beta? Working Paper, University of New South Wales
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