Work

Liquid Betting against Beta in Dow Jones Industrial Average Stocks

Year: 2015

Type: article

Source: Financial Analysts Journal

DOI: 10.2469/faj.v71.n6.4

Authors: Benjamin R. Auer, Frank Schuhmacher

Institution: Leipzig University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Deutsche Forschungsgemeinschaft

OpenAlex ID: W2177401799

FWCI: 8.935

Cites: 66

Cited by: 42

Related to: 10