Journal Article

Roughing up Beta: Continuous vs. Discontinuous Betas, and the Cross Section of Expected Stock Returns

Journal of Financial Economics
Author(s)

Viktor Todorov

Tim Bollerselv

Sophia Zhengzi Li

Date Published: 2016
Citations: Todorov, Viktor, Tim Bollerselv, Sophia Zhengzi Li. 2016. Roughing up Beta: Continuous vs. Discontinuous Betas, and the Cross Section of Expected Stock Returns. Journal of Financial Economics. 464-490.