Expected stock returns and forward variance
Year of publication: |
June 2017
|
---|---|
Authors: | Luo, Xingguo ; Zhang, Jin E. |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 34.2017, p. 95-117
|
Subject: | Stock returns | Forward variance | Predictability | Theorie | Theory | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price |
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