---
title: The Intraday Variation of Market Beta in Chinese Stock Market
url: https://www.ml-quant.com/papers/ssrn/4597891/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4597891
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4597891
featured: 2023-10-12
citations: 0
topic: Other
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4597891
- Identifier: SSRN 4597891
- Released: 2023-10-10
- First featured: Quant Letter No. 20 (2023-10-12): https://www.ml-quant.com/issues/2023-10-12/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Other

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