@book{ 0-1022194690, title = {Absolving beta of volatility's effects}, series = {[Working papers / Rodney L. White Center for Financial Research}, author = {Liu, Jianan and Stambaugh, Robert F. and Yan, Yu}, address = {Philadelphia, PA}, publisher = {Rodney L. White Center for Financial Research]}, year = {2016}, edition = {This Version: November 14, 2016}, language = {English}, url = {https://rodneywhitecenter.wharton.upenn.edu/wp-content/uploads/2014/04/10-16.Stanbaugh.pdf}, url = {https://katalog.ub.tu-freiberg.de/Record/0-1022194690} }