Michael O'Doherty

Does it pay to bet against beta? On the conditional performance of the beta anomaly

Journal of Finance

Volume

71

Issue

2

Journal Articles

Finance

April 2016

Cederburg, Scott, and Michael S. O'Doherty, 2016, Does it pay to bet against beta? On the conditional performance of the beta anomaly, Journal of Finance 71(2), 737-774.

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