What's Vol Got to Do with It-Reference-Cited by-同舟云学术

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What's Vol Got to Do with It

Published:2010-09-26 Issue:1 Volume:24 Page:1-45
ISSN:0893-9454
Container-title:Review of Financial Studies
language:en
Short-container-title:Rev. Financ. Stud.

Author:

Drechsler Itamar,Yaron Amir

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics,Finance,Accounting

Link

http://academic.oup.com/rfs/article-pdf/24/1/1/5282412/hhq085.pdf

Reference38 articles.

1. Consumption, Dividends, and the Cross Section of Equity Returns

2. Rational Pessimism, Rational Exuberance, and Asset Pricing Models

3. Interpretable asset markets?

4. Bansal R Kiku D Yaron A . A Note on the Economics and Statistics of Predictability: A Long-run Risks Perspective 2007a. Working Paper, Wharton School, University of Pennsylvania.

5. ——–. Risks for the Long Run: Estimation and Inference 2007b. Working Paper, Wharton School, University of Pennsylvania.

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1. Time-varying risk aversion and international stock returns;The North American Journal of Economics and Finance;2025-01

2. The risk and return of equity and credit index options;Journal of Financial Economics;2024-11

3. Variance risk premiums in emerging markets;Journal of Banking & Finance;2024-10

4. Does macroeconomic uncertainty (really) influence managers’ earnings management?;Journal of Corporate Accounting & Finance;2024-08-08

5. Firm Networks and Asset Returns;The Review of Financial Studies;2024-06-28

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