1

Option-Implied Volatility Measures and Stock Return Predictability

Année:
2016
Langue:
english
Fichier:
PDF, 2.38 MB
english, 2016
2

Volatility risk and the value premium: Evidence from the French stock market

Année:
2010
Langue:
english
Fichier:
PDF, 206 KB
english, 2010
5

Volatility of aggregate volatility and hedge fund returns

Année:
2017
Langue:
english
Fichier:
PDF, 3.79 MB
english, 2017
6

Option-Implied Volatility Measures and Stock Return Predictability

Année:
2013
Langue:
english
Fichier:
PDF, 1015 KB
english, 2013
10

Does aggregate uncertainty explain size and value anomalies?

Année:
2017
Langue:
english
Fichier:
PDF, 1.56 MB
english, 2017
12

Aggregate Volatility and Market Jump Risk: A Risk-Based Explanation to Size and Value Premia

Année:
2009
Langue:
english
Fichier:
PDF, 547 KB
english, 2009
13

Aggregate Volatility and Threshold CAPM

Année:
2010
Langue:
english
Fichier:
PDF, 728 KB
english, 2010