Subject
Economics and Econometrics,Finance
Reference96 articles.
1. Stock returns and volatility: pricing the short-run and long-run components of market risk;Adrian;J. Financ.,2008
2. Stock return predictability: Is it there?;Ang;Rev. Financ. Stud.,2007
3. The cross-section of volatility and expected returns;Ang;J. Financ.,2006
4. Arbatli, E., Davis S.J., Ito, A., Miake, N., 2019. Policy uncertainty in Japan. NBER Working Paper 23411.
5. Reports of value’s death may be greatly exaggerated;Arnott;Financ. Anal. J.,2021