Extrait
I. Table of Contents
I. Table of Contents
II. List of Tables
III. List of Figures
IV. List of Abbreviations
1. Introduction
2. Theoretical Background
3. Empirical Results
3.1 Data and Methodology
3.2 The Beta Anomaly
3.3 Betting-Against-Correlation
3.3.1 BAC Leverage Effects
3.3.2 BAC and Size Effects
3.3.3 BAC and Sentiment Effects
3.4 BAB versus BAI
4. Conclusions
V. Bibliography
VI. Appendices
Fin de l'extrait de 58 pages
- Citation du texte
- Mark Matern (Auteur), 2017, An Analysis of the Beta Anomaly from an Idiosyncratic Volatility Perspective, Munich, GRIN Verlag, https://www.grin.com/document/413290
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