Timing the volatility risk of beta anomaly: Evidence from hedge fund strategies
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DOI: 10.1016/j.irfa.2022.102095
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Cited by:
- Insana, Alessandra, 2023. "Betting against beta with intraday and overnight signals," International Review of Financial Analysis, Elsevier, vol. 86(C).
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More about this item
Keywords
Betting against beta; Hedge funds; Volatility risk timing ability;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- F3 - International Economics - - International Finance
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