Analyst disagreement and aggregate volatility risk
Year of publication: |
2013
|
---|---|
Authors: | Barinov, Alexander |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 48.2013, 6, p. 1877-1900
|
Subject: | Finanzanalyse | Financial analysis | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Volatilität | Volatility | Hedging | USA | United States | 1986-2010 |
-
Mésalignements, rentabilités et volatilité sur le marché des actions
Boucher, Christophe, (2008)
-
Savor, Pavel, (2006)
-
The VIX, the variance premium and stock market volatility
Bekaert, Geert, (2013)
- More ...
-
ESTIMATING THE COST OF EQUITY CAPITAL FOR INSURANCE FIRMS WITH MULTIPERIOD ASSET PRICING MODELS
Barinov, Alexander, (2018)
-
Why does higher variability of trading activity predict lower expected returns?
Barinov, Alexander, (2015)
-
Aggregate volatility risk : explaining the small growth anomaly and the new issues puzzle
Barinov, Alexander, (2012)
- More ...