Aggregate Jump and Volatility Risk in the Cross-Section of Stock Returns
CREMERS, MARTIJN, HALLING, MICHAEL, WEINBAUM, DAVIDVolume:
70
Langue:
english
Journal:
The Journal of Finance
DOI:
10.1111/jofi.12220
Date:
April, 2015
Fichier:
PDF, 675 KB
english, 2015