Asymmetric stock market volatility and the cyclical behavior of expected returns
Mele, A.
(2007).
Asymmetric stock market volatility and the cyclical behavior of expected returns.
Journal of Financial Economics,
86(2), 446-478.
https://doi.org/10.1016/j.jfineco.2006.10.002
| Item Type | Article |
|---|---|
| Copyright holders | © 2007 Elsevier |
| Departments | LSE > Research Centres > Financial Markets Group |
| DOI | 10.1016/j.jfineco.2006.10.002 |
| Date Deposited | 18 Jul 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/19583 |
Explore Further
- https://www.scopus.com/pages/publications/34848917566 (Scopus publication)
- http://www.sciencedirect.com/science/journal/03044... (Official URL)