Beware of the crash risk: Tail beta and the cross-section...

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Applied Economics 2019 / 04

Beware of the crash risk: Tail beta and the cross-section of stock returns in China

Long, Huaigang, Zaremba, Adam, Jiang, Yuexiang
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Journal:
Applied Economics
DOI:
10.1080/00036846.2019.1602717
Date:
April, 2019
File:
PDF, 1.23 MB
2019
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