Variance risk in aggregate stock returns and time-varying return predictability

10.1016/j.jfineco.2018.10.002

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Bibliographic Details
Main Author: PYUN SUNG JUNE
Other Authors: FINANCE
Format: Article
Published: Elsevier 2021
Subjects:
Online Access:https://scholarbank.nus.edu.sg/handle/10635/193706
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Institution: National University of Singapore
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