The cross section of expected returns with MIDAS betas

  1. González, M.
  2. Nave, J.
  3. Rubio, G.
Revue:
Journal of Financial and Quantitative Analysis

ISSN: 0022-1090 1756-6916

Année de publication: 2012

Volumen: 47

Número: 1

Pages: 115-135

Type: Article

DOI: 10.1017/S0022109011000603 GOOGLE SCHOLAR

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