Long- and short-run components of factor betas: Implications for stock pricing
| Title: | Long- and short-run components of factor betas: Implications for stock pricing |
|---|---|
| Authors: | Asgharian, Hossein, Christiansen, Charlotte, Hou, Ai Jun, Wang, Weining |
| Source: | In Journal of International Financial Markets, Institutions & Money September 2021 74 |
| Database: | ScienceDirect |
| ISSN: | 10424431 |
|---|---|
| DOI: | 10.1016/j.intfin.2021.101412 |
| Published in: | Journal of International Financial Markets, Institutions & Money |
| Language: | English |