Financial turbulence and beta estimation
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/09603107.2012.718065
Reference23 articles.
1. Is There an Intertemporal Relation between Downside Risk and Expected Returns?
2. The relationship between return and market value of common stocks
3. Rare Disasters and Asset Markets in the Twentieth Century*
4. Cross-sectional performance and investor sentiment in a multiple risk factor model
5. Expected Idiosyncratic Skewness
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