Aggregate volatility risk and the cross-section of stock returns : Australian evidence
Year of publication: |
February 2016
|
---|---|
Authors: | Van Anh Mai ; Ang, Tze Chuan ; Fang, Victor |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 36.2016, p. 134-149
|
Subject: | Aggregate volatility risk | Cross-sectional return | Asset pricing test | Implied volatility (VIX) | Anomaly | Volatilität | Volatility | Kapitaleinkommen | Capital income | CAPM | Australien | Australia | Risikoprämie | Risk premium | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns |
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