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Have risk premia vanished?

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The common factor in idiosyncratic volatility : quantitative asset pricing implications

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Handbook of Economic Forecasting : volume 2, part A

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The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information...

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When are stocks less volatile in the long run?

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