Work

Estimating beta: Forecast adjustments and the impact of stock characteristics for a broad cross-section

Year: 2019

Type: article

Source: Journal of Financial Markets

DOI: 10.1016/j.finmar.2019.03.001

Authors: Fabian Hollstein, Marcel Prokopczuk, Chardin Wese Simen

Institutions: Leibniz University Hannover, ICMA Centre, University of Reading

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2768713005

FWCI: 7.273

Cites: 53

Cited by: 45

Related to: 10