Showing 121 - 130 of 413,772
Persistent link: https://www.econbiz.de/10003731694
Persistent link: https://www.econbiz.de/10003075483
Persistent link: https://www.econbiz.de/10009534006
Persistent link: https://www.econbiz.de/10011419781
Persistent link: https://www.econbiz.de/10011326281
Persistent link: https://www.econbiz.de/10011504240
Persistent link: https://www.econbiz.de/10009295353
Persistent link: https://www.econbiz.de/10003830679
Persistent link: https://www.econbiz.de/10003817055
According to conventional wisdom, annualized volatility of stock returns is lower when computed over long horizons than over short horizons, due to mean reversion induced by return predictability. In contrast, we find that stocks are substantially more volatile over long horizons from an...
Persistent link: https://www.econbiz.de/10012764748