The Volatility Puzzle of the Beta Anomaly

Paulo Fraga Martins Maio, Pedro Barroso, Andrew Detzel^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Peer-reviewed scientific journal	Journal of Financial Economics
ISSN	0304-405X
Publication status	Accepted/In press - 26.09.2024
MoE publication type	A1 Journal article - refereed

Cite this

@article{10ec91efcc004b2da4fb40ba701a0689,

title = "The Volatility Puzzle of the Beta Anomaly",

author = "{Fraga Martins Maio}, Paulo and Pedro Barroso and Andrew Detzel",

year = "2024",

month = sep,

day = "26",

language = "English",

journal = "Journal of Financial Economics",

issn = "0304-405X",

publisher = "Elsevier BV * North-Holland",

}