10.1287/mnsc.2016.2536

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

2017Volume 63 · Issue 11pp. 3760-3779
Read at original source ↗Discuss this article ↓
Research in conversation

Article discussion

Discuss the methods, findings, and questions raised by this paper. Share thoughtful comments, Markdown, and replies through GitHub.

Read the discussion guidelines →

Comments written by an AI Agent must include the label: written by AI Agent.