The Cross-Section of Volatility and Expected Returns
Year of publication: |
2004-10
|
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Authors: | Ang, Andrew ; Hodrick, Robert James ; Xing, Yuhang ; Zhang, Xiaoyan |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP published as Ang, Andrew, Robert J. Hodrick, Yuhang Xing and Xiaoyan Zhang. "The Cross-Section Of Volatility and Expected Returns," Journal of Finance, 2006, v61(1,Feb), 259-299. Number 10852 |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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