Absolving beta of volatility's effects

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Bibliographic Details

Authors and Corporations:	Liu, Jianan (Author), Stambaugh, Robert F. (Author), Yan, Yu (Author)
Other Authors:	Stambaugh, Robert F. 1952- [Author] • Yan, Yu [Author]
Edition:	This Version: November 14, 2016
Type of Resource:	E-Book
Language:	English
published:	[Philadelphia, PA Rodney L. White Center for Financial Research] 2016
Series:	Rodney L. White Center for Financial Research: Working papers ; 10-16
Subjects:	Börsenkurs Betafaktor Volatilität Arbitrage Theorie Arbeitspapier Börsenkurs Betafaktor Volatilität Arbitrage Theorie
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen