A fresh look at the risk-return tradeoff

Author:

Wang Cindy S.H.,Chen Yi-Chi,Lo Hsin-Yu

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference45 articles.

1. A PANIC attack on unit roots and cointegration;Bai;Econometrica,2004

2. Long-run risk-retum trade-offs;Bandi;J. Econ.,2008

3. Volume, volatility, and public news announcements;Bollerslev;The Review Economic Studies,2018

4. On the relationship between the conditional mean and volatility of stock returns: a latent VAR approach;Brandt;Journal of Financial Economics,2004

5. Measuring the Time-Varying Risk-Retum Relation from the Cross-Section of Equity Returns;Brandt,2010

Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. State-Dependent Intertemporal Risk-Return Tradeoff: Further Evidence;Journal of Economics and Business;2024-02

2. Volatility feedback effect and risk-return tradeoff;The Quarterly Review of Economics and Finance;2023-12

3. Choosing the right options trading strategy: Risk-return trade-off and performance in different market conditions;Investment Management and Financial Innovations;2022-04-14

4. The risk-return relation puzzle;Pacific-Basin Finance Journal;2021-10

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