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