Economic Uncertainty & the Beta Anomaly
The beta-alpha anomaly only occurs during times of low economic uncertainty, with retail investors and active mutual funds more prone to pursue high-beta securities.
Featured in No. 32 on 9 Jan 2024 ·
- Released
- 28 Feb 2022
- First featured
- No. 32 · 9 Jan 2024
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- Not yet, as far as Semantic Scholar knows
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- Identifier
- SSRN 4684356
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