Does Volatility Pay?
Article publication date: 1 April 2000
A major focus of the literature in financial economics is the predictability of excess stock returns. Variables such as interest rates and dividend yields to some degree appear to predict the variation of expected returns over time.
BARONE‐ADESI, G. (2000), "Does Volatility Pay?", Journal of Risk Finance, Vol. 2 No. 1, pp. 27-35. https://doi.org/10.1108/eb022943
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