Work

The Booms and Busts of Beta Arbitrage

Year: 2015

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2666910

Authors: Shiyang Huang, Dong Lou, Christopher Polk

Institutions: University of Hong Kong, Centre for Economic Policy Research, London School of Economics and Political Science

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2525903089

Cites: 33

Cited by: 28

Related to: 10