contemporaneous beta | Variance risk in aggregate stock returns and ti

Keyword	CPC	PCC	Volume	Score	Length of keyword
contemporaneous beta	1.64	1	6716	28	20
contemporaneous	1.26	1	3223	86	15
beta	0.99	0.3	3377	66	4

Keyword	CPC	PCC	Volume	Score
contemporaneous basis	1.1	0.2	8087	1
contemporaneous	0.53	0.9	2216	73
contemporaneous definition	1.33	0.9	5142	59
contemporaneous biden	0.45	0.7	7175	76
contemporaneous notes	1.18	0.9	1105	76
contemporaneous synonym	1.3	0.8	9716	35
contemporaneously synonym	1.02	0.5	6179	33
contemporaneous documentation	1.62	0.3	219	97
contemporaneous notes meaning	0.36	0.5	2819	91
contemporaneous documents	1.99	0.7	8088	35
contemporaneous evidence	0.73	0.1	7144	40
contemporaneously means	1.92	0.1	5256	65
contemporaneous written acknowledgment	1.59	0.3	3284	40
contemporaneous vs contemporary	0.67	1	1555	56
contemporaneous pronunciation	1.58	0.4	2415	77
contemporaneous correlation	1.53	0.6	6732	73

Search Results related to contemporaneous beta on Search Engine

Variance risk in aggregate stock returns and time-varying return
sciencedirect.com

https://www.sciencedirect.com/science/article/pii/S0304405X18302782

WebApr 1, 2019 · There are two reasons why the contemporaneous beta could potentially be a much more accurate estimate than the rolling-window predictive beta. First of all, the … Author: Sungjune Pyun Publish Year: 2019

Author: Sungjune Pyun
Publish Year: 2019

DA: 55 PA: 48 MOZ Rank: 75 Up or Down: Up

Expected Correlation and Future Market Returns
ssrn.com

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3363331

WebKeywords: (option-)implied correlation, return predictability, idiosyncratic risk, option-implied information, contemporaneous betas. JEL: G11, G12, G13, G17. Option prices, by …

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Variance risk in aggregate stock returns and time-varying return predict…
sciencedirect.com

https://www.sciencedirect.com/science/article/pii/S0304405X18302782

DA: 8 PA: 18 MOZ Rank: 21 Up or Down: Up

Expected Correlation and Future Market Returns - SSRN
ssrn.com

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3134411

WebMar 6, 2018 · A novel extension of the contemporaneous-beta approach significantly improves out-of-sample predictability. Keywords: contemporaneous betas, correlation … Author: Adrian Buss, Adrian Buss, Lorenzo Schoenleber, Grigory Vilkov Publish Year: 2019

Author: Adrian Buss, Adrian Buss, Lorenzo Schoenleber, Grigory Vilkov
Publish Year: 2019

DA: 76 PA: 5 MOZ Rank: 72 Up or Down: Up

Performance Measurement in Private Equity: Another Look at the …
cfainstitute.org

https://rpc.cfainstitute.org/en/research/cfa-digest/2014/04/performance-measurement-in-private-equity-another-look-at-the-lagged-beta-effect-digest-summary

WebApr 1, 2014 · Using multiperiod regression models, the author calculates the sum of the betas for the contemporaneous and lagged periods to determine the true amount of …

DA: 73 PA: 37 MOZ Rank: 48 Up or Down: Up

Variance Risk in Aggregate Stock Returns & Time-varying …
github.io

https://sjpyun.github.io/Poster.pdf

WebPowerPoint Presentation. Variance Risk in Aggregate Stock Returns & Time-varying Return Predictability. Sungjune Pyun USC Marshall School of Business. Contributions. 1. New …

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Modeling Time-Varying Conditional Betas. A Comparison of
springer.com

https://link.springer.com/chapter/10.1007/978-3-030-54252-8_9

WebNov 22, 2020 · Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs. Marcel Aloy, Floris Laly, Sébastien Laurent & Christelle Lecourt. …

DA: 38 PA: 30 MOZ Rank: 10 Up or Down: Up

Expected Correlation and Future Market Returns
aeaweb.org

https://www.aeaweb.org/conference/2019/preliminary/paper/H8b9eReG

WebWe attribute this predictability to the ability of expected correlation to capture expected variations in idiosyncratic risk and in the cross-sectional disper-sion in systematic risk. A …

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Foreign investors and the speed of price adjustment across …
sciencedirect.com

https://www.sciencedirect.com/science/article/pii/S1544612317306189

WebJun 1, 2018 · The positive contemporaneous beta and the negative sum of lagged betas for the largest MV stocks are found only in Panel B and Panel E. On the other hand, in …

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