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Journal of Financial Economics 2016 / 2

Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns

Bollerslev, Tim, Li, Sophia Zhengzi, Todorov, Viktor
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Language:
english
Journal:
Journal of Financial Economics
DOI:
10.1016/j.jfineco.2016.02.001
Date:
February, 2016
File:
PDF, 1.53 MB
english, 2016
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