Work

Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns

Year: 2012

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2116702

Authors: Turan G. Bali, Robert F. Engle, Yi Tang

Institutions: Georgetown University, National Bureau of Economic Research, New York University, Fordham University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2137659996

Cites: 50

Cited by: 27

Related to: 10