Guo, Hui (contributor) - 2003 - [Elektronische Ressource], rev
Return Predictability: The International Evidence” and “Does Stock Market Volatility
Forecast Returns: The International … CAPM, realized variance by itself provides negligible information about future
excess stock market returns; however, we …-wealth ratio. U.S. realized
variance is also significantly related to future international stock market returns; more
importantly …