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Betting against betting against beta

Robert Novy‐Marx, Mihail Velikov
Year2021
VenueJournal of Financial Economics
Typearticle
Citations94
DOI10.1016/j.jfineco.2021.05.023
OpenAlexW3165799838

Topics

Financial Markets and Investment StrategiesLiberian dollarEconomicsTransaction costBETA (programming language)Arbitrage