DISPERSION AND VOLATILITY IN STOCK RETURNS: AN EMPIRICAL INVESTIGATION
Year of publication: |
1999
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Authors: | Campbell, John Y. ; Lettau, Martin |
Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 1999, 7144, p. 7144
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