ML-QuantSubscribe

SSRNOther

The Intraday Variation of Market Beta in Chinese Stock Market

The paper highlights the intraday variation of market beta in the Chinese stock market, noting that growth stocks and stocks with higher leverage or more research coverage have more significant intraday beta variation.

Featured in No. 20 on 12 Oct 2023 · 2 days after release · 0 citations today

Released
10 Oct 2023
First featured
No. 20 · 12 Oct 2023
Citations (Semantic Scholar)
0
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4597891

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page