Variance risk in aggregate stock returns and time-varying return predictability
Author:
- Sungjune PyunSPSungjune Pyun
- 1 April 2019
- journal article
- research article
- Published by Elsevier in Journal of Financial Economics
- Vol. 132 (1) , 150-174
Abstract
No abstract availableKeywords
Funding Information
- National University of Singapore (R-315-000-120-133)
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