Asymmetric stock market volatility and the cyclical behavior of expected returns

Mele, Antonio (2007) Asymmetric stock market volatility and the cyclical behavior of expected returns Journal of Financial Economics, 86 (2). pp. 446-478. ISSN 0304-405X

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Item Type	Article
Departments	Financial Markets Group
DOI	10.1016/j.jfineco.2006.10.002
Date Deposited	18 Jul 2008 10:52
URI	https://researchonline.lse.ac.uk/id/eprint/19583

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Mele, Antonio

HG Finance

http://www.sciencedirect.com/science/journal/03044... (Official URL)

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