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Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns

Crossref DOI link: https://doi.org/10.1016/j.jfineco.2016.02.001

Published Print: 2016-06

Update policy: https://doi.org/10.1016/elsevier_cm_policy

Authors

Bollerslev, Tim

Li, Sophia Zhengzi

Todorov, Viktor
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Article Title: Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns

Journal Title: Journal of Financial Economics

CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.jfineco.2016.02.001

Content Type: article

Copyright: © 2016 Published by Elsevier B.V.