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).