@techreport{NBERw9509,
 title = "Bad Beta, Good Beta",
 author = "John Y. Campbell and Tuomo Vuolteenaho",
 institution = "National Bureau of Economic Research",
 type = "Working Paper",
 series = "Working Paper Series",
 number = "9509",
 year = "2003",
 month = "February",
 URL = "http://www.nber.org/papers/w9509",
}