Bad beta good beta, state-space news decomposition and the cross-section of stock returns

✍ Scribed by Kent Wang; Jiawei Li; Shicheng Huang

• Book ID: 115206011
• Publisher: John Wiley and Sons
• Year: 2012
• Tongue: English
• Weight: 234 KB
• Volume: 53
• Category: Article
• ISSN: 0810-5391
• DOI: 10.1111/j.1467-629x.2012.00470.x