The intertemporal relation between expected returns and risk

Author:

Bali Turan G.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference68 articles.

1. Predictive regressions: a reduced-bias estimation method;Amihud;Journal of Financial and Quantitative Analysis,2004

2. CAPM over the long-run: 1926–2001;Ang;Journal of Empirical Finance,2007

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5. Is there a risk-return trade-off? Evidence from high frequency data;Bali;Journal of Applied Econometrics,2006

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