ML-QuantSubscribe

RePEcAsset Pricing & Factors

Beta Anomaly in SA Markets

Beta anomaly disappears in South African stock market after controlling for factors.

Featured in No. 1 on 24 May 2023 ·

Released
22 May 2022
First featured
No. 1 · 24 May 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
23
Identifier
RePEc:gam:jjrfmx:v:15:y:2022:i:5:p:214-:d:810895

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page