The Conditional CAPM Revisited: Evidence From High-Frequency Betas

Hollstein, Fabian, Prokopczuk, Marcel and Wese Simen, Chardin (2019) The Conditional CAPM Revisited: Evidence From High-Frequency Betas. Management Science.

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Item Type:	Article
Depositing User:	Symplectic Admin
Date Deposited:	10 Sep 2019 07:36
Last Modified:	19 Jan 2023 00:27
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3054038

Available Versions of this Item

• The Conditional CAPM Revisited: Evidence From High-Frequency Betas. (deposited 10 Sep 2019 07:36) [Currently Displayed]
  • The Conditional Capital Asset Pricing Model Revisited: Evidence from High-Frequency Betas. (deposited 12 May 2020 09:40)