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SSRNMacro-Finance & Rates

Investor Risk Appetite and High-Beta Stock Valuation Analysis

The study reveals a pattern in high-beta stock returns around macroeconomic announcements, indicating that investor risk appetite significantly influences these returns.

Featured in No. 25 on 8 Nov 2023 · 4 days after release

Released
4 Nov 2023
First featured
No. 25 · 8 Nov 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
3
Identifier
SSRN 4623331

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

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