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Research Details

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

Type

Article

Author(s)

Viktor Todorov, Tim Bollerselv, Sophia Zhengzi Li

Date Published

2016

Citations

Todorov, Viktor, Tim Bollerselv, and Sophia Zhengzi Li. 2016. Roughing up Beta: Continuous vs. Discontinuous Betas, and the Cross Section of Expected Stock Returns. Journal of Financial Economics. 120: 464-490.

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