Does Volatility Pay?

GIOVANNI BARONE‐ADESI (Professor of economics with the Facolta di Economia at Universita della Svizzera Italiana in Lugano, Switzerland.)

Journal of Risk Finance

ISSN: 1526-5943

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.




Copyright © 2000, MCB UP Limited

To read the full version of this content please select one of the options below

You may be able to access this content by logging in via Shibboleth, Open Athens or with your Emerald account.
To rent this content from Deepdyve, please click the button.
If you think you should have access to this content, click the button to contact our support team.