A Lottery-Demand-Based Explanation of the Beta Anomaly TG Bali, SJ Brown, S Murr

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【全文链接或数据库名称(选填)】A Lottery-Demand-Based Explanation of the Beta AnomalyTG Bali, SJ Brown, S Murray, Y Tang - Journal of Financial and …, 2017 - cambridge.org
Abstract The low (high) abnormal returns of stocks with high (low) beta, which we refer to as
the beta anomaly, is one of the most persistent anomalies in empirical asset pricing
research. This article demonstrates that investors' demand for lottery-like stocks is an
[url=][/url] [url=][/url] 被引用次数：35 相关文章

ssrn上有工作论文版可下，已经标注了forthcoming，应该和正式版差不多了，下面是百度学术给的跳转链接

http://xueshu.baidu.com/s?wd=paperuri%3A%28e11fbe1a45c40b254a37b3528b1bfd4f%29&filter=sc_long_sign&tn=SE_xueshusource_2kduw22v&sc_vurl=http%3A%2F%2Fpapers.ssrn.com%2Fabstract%3D2408146&ie=utf-8&sc_us=6270685781095477000

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