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Expected stock returns and variance risk premia
Bollerslev, Tim; Tauchen, George Eugene; Zhou, Hao - In: The review of financial studies 22 (2009) 11, pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
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Stock prices and volume
Gallant, A. Ronald - In: The review of financial studies 5 (1992) 2, pp. 199-242
Persistent link: https://www.econbiz.de/10001123796
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Expected Stock Returns and Variance Risk Premia
Bollerslev, Tim; Tauchen, George; Zhou, Hao - In: The review of financial studies 22 (2013) 11, pp. 4463-4462
Persistent link: https://www.econbiz.de/10010114741