Asymmetry, earnings announcements, and the beta-return relation
Author:
Funder
Hanyang University
National Research Foundation of Korea
Publisher
Elsevier BV
Reference38 articles.
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3. Betting against correlation: Testing theories of the low-risk effect;Asness;Journal of Financial Economics,2020
4. Benchmarks as limits to arbitrage: Understanding the low-volatility anomaly;Baker;Financial Analysts Journal,2011
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