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

Management Science ◽

10.1287/mnsc.2016.2536 ◽

2017 ◽

Vol 63 (11) ◽

pp. 3760-3779 ◽

Cited By ~ 29

Author(s):

Turan G. Bali ◽

Robert F. Engle ◽

Yi Tang

Keyword(s):

Stock Returns ◽

Cross Section ◽

The Cross ◽

Daily Stock Returns ◽

Conditional Beta

Download Full-text

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

SSRN Electronic Journal ◽

10.2139/ssrn.2116702 ◽

2012 ◽

Cited By ~ 5

Author(s):

Turan G. Bali ◽

Robert F. Engle ◽

Yi Tang

Keyword(s):

Stock Returns ◽

Cross Section ◽

The Cross ◽

Daily Stock Returns ◽

Conditional Beta

Download Full-text

Seasonality in the Cross-Section of Stock Returns

CFA Digest ◽

10.2469/dig.v38.n3.24 ◽

2008 ◽

Vol 38 (3) ◽

pp. 55-56

Author(s):

Kathryn Dixon Jost

Keyword(s):

Stock Returns ◽

Cross Section ◽

The Cross

Download Full-text

As Told by the Supplier: Trade Credit and the Cross Section of Stock Returns

CFA Digest ◽

10.2469/dig.v46.n3.12 ◽

2016 ◽

Vol 46 (3) ◽

Author(s):

Imrith Ramtohul

Keyword(s):

Stock Returns ◽

Cross Section ◽

Trade Credit ◽

The Cross

Download Full-text

The Conditional Beta and the Cross-Section of Expected Returns

CFA Digest ◽

10.2469/dig.v39.n4.16 ◽

2009 ◽

Vol 39 (4) ◽

pp. 76-78

Author(s):

Charles F. Peake

Keyword(s):

Cross Section ◽

Expected Returns ◽

The Cross ◽

Conditional Beta

Download Full-text

Dispersion in Beliefs among Active Mutual Funds and the Cross-Section of Stock Returns

CFA Digest ◽

10.2469/dig.v45.n3.14 ◽

2015 ◽

Vol 45 (3) ◽

Author(s):

Claire Emory

Keyword(s):

Stock Returns ◽

Mutual Funds ◽

Cross Section ◽

The Cross

Download Full-text

Seasonality in the Cross Section of Stock Returns: The International Evidence

CFA Digest ◽

10.2469/dig.v41.n2.9 ◽

2011 ◽

Vol 41 (2) ◽

pp. 46-48

Author(s):

Vipul K. Bansal

Keyword(s):

Stock Returns ◽

Cross Section ◽

International Evidence ◽

The Cross

Download Full-text

Idiosyncratic Risk and the Cross-Section of Expected Stock Returns

CFA Digest ◽

10.2469/dig.v39.n3.42 ◽

2009 ◽

Vol 39 (3) ◽

pp. 75-77

Author(s):

Chirag B. Patel

Keyword(s):

Stock Returns ◽

Cross Section ◽

Idiosyncratic Risk ◽

Expected Stock Returns ◽

The Cross

Download Full-text

Is Economic Uncertainty Priced in the Cross-Section of Stock Returns?

CFA Digest ◽

10.2469/dig.v48.n4.6 ◽

2018 ◽

Vol 48 (4) ◽

Author(s):

Clifford S. Ang

Keyword(s):

Stock Returns ◽

Cross Section ◽

Economic Uncertainty ◽

The Cross

Download Full-text

Accruals, Cash Flows, and Operating Profitability in the Cross Section of Stock Returns

CFA Digest ◽

10.2469/dig.v47.n2.7 ◽

2017 ◽

Vol 47 (2) ◽

Author(s):

Clifford S. Ang

Keyword(s):

Stock Returns ◽

Cross Section ◽

Cash Flows ◽

The Cross

Download Full-text

Volatility Risk Premium, Risk Aversion and the Cross-Section of Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1102279 ◽

2008 ◽

Cited By ~ 2

Author(s):

Peter M. Nyberg ◽

Anders Wilhelmsson

Keyword(s):

Risk Aversion ◽

Stock Returns ◽

Cross Section ◽

Risk Premium ◽

Volatility Risk ◽

Volatility Risk Premium ◽

The Cross ◽

Premium Risk

Download Full-text