The effect of volatility persistence on excess returns
Year of publication: |
January 2017
|
---|---|
Authors: | Jain, Ajeet ; Strobl, Sascha |
Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 32.2017, p. 58-63
|
Subject: | Volatility persistence | Volatility | Liquidity | Information asymmetry | Theorie | Theory | Volatilität | Kapitaleinkommen | Capital income | Asymmetrische Information | Asymmetric information | Börsenkurs | Share price |
-
Comovement, liquidity and asymmetries
Xiong, James X., (2021)
-
Option-Implied variance asymmetry and the cross-section of stock returns
Huang, Tao, (2019)
-
The speed of convergence to market efficiency on NASDAQ hedging stocks
Huang, Han-Ching, (2013)
- More ...
-
The Effect of Volatility Persistence on Excess Returns
Jain, Ajeet, (2018)
-
The Excess Returns Puzzle : Interactions with Information Asymmetry Variables
Jain, Ajeet, (2016)
-
The excess returns puzzle : interactions with information asymmetry variables
Jain, Ajeet, (2015)
- More ...