The Conditional Capital Asset Pricing Model Revisited: Evidence from High-Frequency Betas

B-Tier
Journal: Management Science
Year: 2020
Volume: 66
Issue: 6
Pages: 2474-2494

Authors (3)

Fabian Hollstein (not in RePEc) Marcel Prokopczuk (Leibniz Universität Hannover) Chardin Wese Simen (not in RePEc)

Score contribution per author:

0.673 = (α=2.02 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:inm:ormnsc:v:66:y:2020:i:6:p:2474-2494
Journal Field
General
Author Count
3
Added to Database
2026-02-17