Matches in SemOpenAlex for { <https://semopenalex.org/work/W3122833986> ?p ?o ?g. }
Showing items 1 to 87 of
87
with 100 items per page.
- W3122833986 abstract "This article demonstrates that the portfolio approach could suffer a serious problem when the sorting variables contain not only true values but also measurement errors. The grouped measurement errors will be embedded into the data used to test financial models and further bias the testing results. To correct for this measurement-error problem, I develop a random sampling approach to form portfolios. Results from this new methodology are unbiased and robust. By applying this methodology to investigate beta shifts, I show that the previous results about beta shifts are driven by measurement errors. The actual beta shift pattern is more complicated than that predicted by previous studies. The risk shift hypothesis is unlikely to explain the mean-reversion puzzle for stock returns.JEL classification: Gil, C43." @default.
- W3122833986 created "2021-02-01" @default.
- W3122833986 creator A5008029031 @default.
- W3122833986 date "2000-09-01" @default.
- W3122833986 modified "2023-10-07" @default.
- W3122833986 title "PORTFOLIO FORMATION, MEASUREMENT ERRORS, AND BETA SHIFTS: A RANDOM SAMPLING APPROACH" @default.
- W3122833986 cites W1580611202 @default.
- W3122833986 cites W1583227791 @default.
- W3122833986 cites W2014220326 @default.
- W3122833986 cites W2038621549 @default.
- W3122833986 cites W2043619364 @default.
- W3122833986 cites W2081649978 @default.
- W3122833986 cites W2104795328 @default.
- W3122833986 cites W2106798814 @default.
- W3122833986 cites W2117897510 @default.
- W3122833986 cites W2131177033 @default.
- W3122833986 cites W2137822226 @default.
- W3122833986 cites W2144487825 @default.
- W3122833986 cites W2150053857 @default.
- W3122833986 cites W3122118888 @default.
- W3122833986 cites W3123099641 @default.
- W3122833986 doi "https://doi.org/10.1111/j.1475-6803.2000.tb00743.x" @default.
- W3122833986 hasPublicationYear "2000" @default.
- W3122833986 type Work @default.
- W3122833986 sameAs 3122833986 @default.
- W3122833986 citedByCount "11" @default.
- W3122833986 countsByYear W31228339862012 @default.
- W3122833986 countsByYear W31228339862014 @default.
- W3122833986 countsByYear W31228339862016 @default.
- W3122833986 countsByYear W31228339862018 @default.
- W3122833986 crossrefType "journal-article" @default.
- W3122833986 hasAuthorship W3122833986A5008029031 @default.
- W3122833986 hasConcept C105795698 @default.
- W3122833986 hasConcept C106159729 @default.
- W3122833986 hasConcept C111696304 @default.
- W3122833986 hasConcept C11413529 @default.
- W3122833986 hasConcept C135205223 @default.
- W3122833986 hasConcept C149782125 @default.
- W3122833986 hasConcept C162324750 @default.
- W3122833986 hasConcept C19619285 @default.
- W3122833986 hasConcept C199360897 @default.
- W3122833986 hasConcept C2776174256 @default.
- W3122833986 hasConcept C2780821815 @default.
- W3122833986 hasConcept C33923547 @default.
- W3122833986 hasConcept C41008148 @default.
- W3122833986 hasConcept C55769033 @default.
- W3122833986 hasConceptScore W3122833986C105795698 @default.
- W3122833986 hasConceptScore W3122833986C106159729 @default.
- W3122833986 hasConceptScore W3122833986C111696304 @default.
- W3122833986 hasConceptScore W3122833986C11413529 @default.
- W3122833986 hasConceptScore W3122833986C135205223 @default.
- W3122833986 hasConceptScore W3122833986C149782125 @default.
- W3122833986 hasConceptScore W3122833986C162324750 @default.
- W3122833986 hasConceptScore W3122833986C19619285 @default.
- W3122833986 hasConceptScore W3122833986C199360897 @default.
- W3122833986 hasConceptScore W3122833986C2776174256 @default.
- W3122833986 hasConceptScore W3122833986C2780821815 @default.
- W3122833986 hasConceptScore W3122833986C33923547 @default.
- W3122833986 hasConceptScore W3122833986C41008148 @default.
- W3122833986 hasConceptScore W3122833986C55769033 @default.
- W3122833986 hasLocation W31228339861 @default.
- W3122833986 hasOpenAccess W3122833986 @default.
- W3122833986 hasPrimaryLocation W31228339861 @default.
- W3122833986 hasRelatedWork W1575641806 @default.
- W3122833986 hasRelatedWork W1964062162 @default.
- W3122833986 hasRelatedWork W1987779924 @default.
- W3122833986 hasRelatedWork W1995834279 @default.
- W3122833986 hasRelatedWork W2008206871 @default.
- W3122833986 hasRelatedWork W2011043606 @default.
- W3122833986 hasRelatedWork W2029056003 @default.
- W3122833986 hasRelatedWork W2083148578 @default.
- W3122833986 hasRelatedWork W2104795328 @default.
- W3122833986 hasRelatedWork W2113305199 @default.
- W3122833986 hasRelatedWork W2158849471 @default.
- W3122833986 hasRelatedWork W2166215547 @default.
- W3122833986 hasRelatedWork W2336247012 @default.
- W3122833986 hasRelatedWork W2890665353 @default.
- W3122833986 hasRelatedWork W2918890480 @default.
- W3122833986 hasRelatedWork W2990987179 @default.
- W3122833986 hasRelatedWork W3122118888 @default.
- W3122833986 hasRelatedWork W3123914619 @default.
- W3122833986 hasRelatedWork W3125989020 @default.
- W3122833986 hasRelatedWork W3155460615 @default.
- W3122833986 isParatext "false" @default.
- W3122833986 isRetracted "false" @default.
- W3122833986 magId "3122833986" @default.
- W3122833986 workType "article" @default.