Long-Horizon Returns.
- Published in:
- Review of Asset Pricing Studies, 2018, v. 8, n. 2, p. 232, doi. 10.1093/rapstu/ray001
- By:
- Publication type:
- Article
Works matching IS 20459920 AND DT 2018 AND VI 8 AND IP 2
Results: 5
1
2
A General Equilibrium Model of the Value Premium with Time-Varying Risk Premia.
- Published in:
- Review of Asset Pricing Studies, 2018, v. 8, n. 2, p. 337, doi. 10.1093/rapstu/rax023
- By:
- Publication type:
- Article
3
Option Valuation with Volatility Components, Fat Tails, and Nonmonotonic Pricing Kernels.
- Published in:
- Review of Asset Pricing Studies, 2018, v. 8, n. 2, p. 183, doi. 10.1093/rapstu/rax021
- By:
- Publication type:
- Article
4
Nonlocal Disadvantage: An Examination of Social Media Sentiment.
- Published in:
- Review of Asset Pricing Studies, 2018, v. 8, n. 2, p. 293, doi. 10.1093/rapstu/rax020
- By:
- Publication type:
- Article
5
How Aggregate Volatility-of-Volatility Affects Stock Returns.
- Published in:
- Review of Asset Pricing Studies, 2018, v. 8, n. 2, p. 253, doi. 10.1093/rapstu/rax019
- By:
- Publication type:
- Article