A Lottery Demand-Based Explanation of the Beta Anomaly

By Turan G. Bali, Stephen J. Brown, Scott Murray, Yi Tang. 2017

162 citations recorded by the source corpus.

Subfields: Clinical Psychology, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/67b55aa748a2e66db2683cf3b847758c28363a43

Citations in the corpus

• Social Transmission Bias and Investor Behavior (2021, unknown): “However, Bali et al. (2016) provide evidence suggesting that the beta anomaly is not incremental to the effect of lottery characteristics in predicting returns.”