By Dr Jonathan Reeves

Preprints

Cenesizoglu T; Reeves JJ, Beta Forecasting at Long Horizons, http://dx.doi.org/10.2139/ssrn.2808969

Hooper VJ; Ng K; Reeves JJ, Beta Forecasting: A Two-Decade Evaluation, http://dx.doi.org/10.2139/ssrn.868867

Doan BH; Lee JB; Liu Q; Reeves JJ, Beta Measurement and Forecasting with High Frequency Returns, http://dx.doi.org/10.2139/ssrn.3444103

Papageorgiou NA; Reeves JJ; Xie X, Betas and the Myth of Market Neutrality, http://dx.doi.org/10.2139/ssrn.1974370

Cenesizoglu T; Reeves JJ, CAPM, Components of Beta and the Cross Section of Expected Returns, http://dx.doi.org/10.2139/ssrn.2268088

Cenesizoglu T; Reeves JJ, CAPM, Components of Beta and the Cross Section of Expected Returns, http://dx.doi.org/10.2139/ssrn.2131029

Reeves JJ; Wu H, Constant vs. Time-Varying Beta Models: Further Forecast Evaluation, http://dx.doi.org/10.2139/ssrn.1659506

Chen B; Reeves JJ, Dynamic Asset Beta Measurement, http://dx.doi.org/10.2139/ssrn.1509823

Papageorgiou NA; Reeves JJ; Sherris M, Equity Investing with Targeted Constant Volatility Exposure, http://dx.doi.org/10.2139/ssrn.2614828

Doan BH; Jayasuriya D; Lee JB; Reeves JJ, Event Studies in Finance with Dynamic Betas, http://dx.doi.org/10.2139/ssrn.6240838

Reeves JJ; Xie X, Forecasting Stock Return Volatility at the Quarterly Frequency: An Evaluation of Time Series Approaches, http://dx.doi.org/10.2139/ssrn.1706470

Phin A; Reeves JJ; Saxena K, Level Shifts in Beta, Spurious Abnormal Returns and the TARP Announcement, http://dx.doi.org/10.2139/ssrn.2317710

Cenesizoglu T; Liu Q; Reeves JJ; Wu H, Monthly Beta Forecasting with Low, Medium and High Frequency Stock Returns, http://dx.doi.org/10.2139/ssrn.2321522

Hooper VJ; Ng K; Reeves JJ, Monthly Forecasts of Systematic Risk: An Evaluation, http://dx.doi.org/10.2139/ssrn.1031551

Doan BH; Jayasuriya D; Lee JB; Lo WC; Reeves JJ, Neutralizing Market Risk with Backward and Forward Looking Betas, http://dx.doi.org/10.2139/ssrn.5736646

Doan BH; Reeves JJ; Sherris M, Portfolio Management for Insurers and Pension Funds and COVID-19: Targeting Volatility for Equity, Balanced and Target-Date Funds with Leverage Constraints, http://dx.doi.org/10.2139/ssrn.3773495

Lee JB; Reeves JJ; Tjahja AC; Xie X, Targeting Market Neutrality, http://dx.doi.org/10.2139/ssrn.2901974

Doan BH; Reeves JJ, Targeting Market Neutrality and Volatility, http://dx.doi.org/10.2139/ssrn.3021477

Bay J; Liu Q; Reeves JJ; Rhee SG; Wu H, The Low Volatility Anomaly in Australian Stock Returns, http://dx.doi.org/10.2139/ssrn.3049708

Cenesizoglu T; Papageorgiou NA; Reeves JJ; Wu H, Understanding the Relationship of Momentum with Beta, http://dx.doi.org/10.2139/ssrn.2504876

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