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~person:"Stambaugh, Robert F."
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ECONIS (ZBW)
93
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Are stocks really less volatile in the long run?
Pástor, Ľuboš
(
contributor
); …
-
2008
-
This revision: May 23, 2008
Persistent link: https://www.econbiz.de/10003727621
Saved in:
2
Are stocks really less volatile in the long run?
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
The journal of finance : the journal of the American …
67
(
2012
)
2
,
pp. 431-478
Persistent link: https://www.econbiz.de/10009534006
Saved in:
3
Are stocks really less volatile in the long run?
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
2011
-
This revision: March 11, 2011
Persistent link: https://www.econbiz.de/10009295353
Saved in:
4
Are stocks really less volatile in the long run?
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
2009
Persistent link: https://www.econbiz.de/10003830679
Saved in:
5
Are stocks really less volatile in the long run?
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
2009
Persistent link: https://www.econbiz.de/10003817055
Saved in:
6
Are Stocks Really Less Volatile in the Long Run?
Pastor, Lubos
-
2009
According to conventional wisdom, annualized
volatility
of stock returns is lower when computed over long horizons than …
Persistent link: https://www.econbiz.de/10012764748
Saved in:
7
Are Stocks Really Less Volatile in the Long Run?
Pastor, Lubos
-
2009
According to conventional wisdom, annualized
volatility
of stock returns is lower when computed over long horizons than …
Persistent link: https://www.econbiz.de/10012463890
Saved in:
8
Arbitrage asymmetry and the idiosyncratic
volatility
puzzle
Stambaugh, Robert F.
;
Yu, Jianfeng
;
Yuan, Yu
-
2012
Persistent link: https://www.econbiz.de/10009680904
Saved in:
9
Arbitrage asymmetry and the idiosyncratic
volatility
puzzle
Stambaugh, Robert F.
;
Yu, Jianfeng
;
Yuan, Yu
- In:
The journal of finance : the journal of the American …
70
(
2015
)
5
,
pp. 1903-1948
Persistent link: https://www.econbiz.de/10011408672
Saved in:
10
Arbitrage Asymmetry and the Idiosyncratic
Volatility
Puzzle
Stambaugh, Robert F.
-
2012
explains the negative relation between idiosyncratic
volatility
(IVOL) and average return. The IVOL effect is negative among …
Persistent link: https://www.econbiz.de/10013097661
Saved in:
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