Recalcitrant betas: intraday variation in the cross-sectional dispersion of systematic risk (Q5164498)
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scientific article; zbMATH DE number 7424732
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| English | Recalcitrant betas: intraday variation in the cross-sectional dispersion of systematic risk |
scientific article; zbMATH DE number 7424732 |
Statements
Recalcitrant betas: Intraday variation in the cross‐sectional dispersion of systematic risk (English)
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11 November 2021
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asset pricing
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cross-sectional dispersion
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functional convergence
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high-frequency data
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intraday variation
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market beta
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nonparametric inference
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systematic risk
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0.7552429437637329
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0.7357074022293091
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0.7262373566627502
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0.721855103969574
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0.7179877758026123
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