Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.2008.01419.x/fullpdf
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5. The cross section of volatility and expected returns;Ang;Journal of Finance,2006
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