High-Frequency Tail Risk Premium and Stock Return Predictability
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Published:2023-10-31
Issue:
Volume:
Page:1-57
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ISSN:0022-1090
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Container-title:Journal of Financial and Quantitative Analysis
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language:en
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Short-container-title:J. Financ. Quant. Anal.
Author:
Almeida CaioORCID,
Ardison Kym,
Freire Gustavo,
Garcia René,
Orłowski Piotr
Publisher
Cambridge University Press (CUP)
Subject
Economics and Econometrics,Finance,Accounting