The low beta anomaly: A corporate bond investor's perspective-Reference-Cited by-同舟云学术

The low beta anomaly: A corporate bond investor's perspective

Published:2018-04-23 Issue:4 Volume:36 Page:300-306
ISSN:1058-3300
Container-title:Review of Financial Economics
language:en
Short-container-title:Rev Financ Econ

Author:

Bektić Demir¹²

Affiliation:

1. Department of Law and Economics; Darmstadt University of Technology; Darmstadt Germany

2. Deka Investment GmbH and IQ-KAP; Frankfurt am Main Germany

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/rfe.1022/fullpdf

Reference26 articles.

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2. Benchmarks as limits to arbitrage: Understanding the low-volatility anomaly;Baker;Financial Analysts Journal,2011

3. Comovement and predictability relationships between bonds and the cross-section of stocks;Baker;Review of Asset Pricing Studies,2012

4. Exploiting uncertainty with market timing in corporate bond markets;Bektić;Journal of Asset Management,2017

5. Bektić , D. Wenzler , J.-S. Wegener , M. Schiereck , D. Spielmann , T. 2016 Extending fama-french factors to corporate bond markets Working Paper, Darmstadt University of Technology and Deka Investment GmbH

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