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Fabian Hollstein

Fabian Hollstein

Universität des Saarlandes - Saarbrücken / Germany
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AD Scientific Index ID: 5951915
Saarland University
person_outline Fabian Hollstein's MOST POPULAR ARTICLES
1-) Estimating beta Journal of Financial and Quantitative Analysis 51 (4), 1437-1466, 2016
2-) How aggregate volatility-of-volatility affects stock returns The Review of Asset Pricing Studies 8 (2), 253-292, 2018
3-) Local, regional, or global asset pricing? Journal of Financial and Quantitative Analysis 57 (1), 291-320, 2022
4-) The conditional capital asset pricing model revisited: Evidence from high-frequency betas Management Science 66 (6), 2474-2494, 2020
5-) Estimating beta: Forecast adjustments and the impact of stock characteristics for a broad cross-section Journal of Financial Markets 44, 91-118, 2019