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WebSep 26, 2016 · In times of low activity, the beta-arbitrage strategy exhibits delayed correction, taking up to three years for abnormal returns to be realized. In stark contrast, … Web"The Booms and Busts of Beta Arbitrage," CEPR Discussion Papers 11531, C.E.P.R. Discussion Papers. Ricardo Gimeno & Clara I. González, 2024. "The role of a green factor in stock prices. When Fama & French go green," Working Papers 2207, Banco de España. malvern town fc results

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