Market Timing with Aggregate and Idiosyncratic Stock Volatilities
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Published:2006
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ISSN:1556-5068
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Container-title:SSRN Electronic Journal
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language:en
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Short-container-title:SSRN Journal
Author:
Guo Hui,Higbee Jason
Reference31 articles.
1. Market Timing with Cay;Sandro C Andrade;Journal of Portfolio Management,2005
2. The Cross-Section of Volatility and Expected Returns;Andrew Ang;Journal of Finance, forthcoming,2005
3. Transaction Costs and Predictability: Some Utility Cost Calculations;Pierluigi Balduzzi;Journal of Financial Economics,1999