Department of Economics and Business Economics

Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Tim Bollerslev
  • Sophia Zhengzi Li, Department of Finance, Eli Broad College of Business, Michigan State University, East Lansing, MI 48824, USA
  • ,
  • Viktor Todorov, Northwestern University, United States
Original languageEnglish
JournalJournal of Financial Economics
Pages (from-to)464–490
Number of pages27
Publication statusPublished - 2016

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