The Cross Section of Expected Returns with MIDAS Betas

Journal of Financial and Quantitative Analysis 2012 / 2 Vol. 47; Iss. 1

The Cross Section of Expected Returns with MIDAS Betas

González, Mariano, Nave, Juan, Rubio, Gonzalo
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Volume:
47
Language:
english
Journal:
Journal of Financial and Quantitative Analysis
DOI:
10.1017/s0022109011000603
Date:
February, 2012
File:
PDF, 465 KB
english, 2012
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