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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

Article publication date: 1 April 2000

79

Abstract

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.

Citation

BARONE‐ADESI, G. (2000), "Does Volatility Pay?", Journal of Risk Finance, Vol. 2 No. 1, pp. 27-35. https://doi.org/10.1108/eb022943

Publisher

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MCB UP Ltd

Copyright © 2000, MCB UP Limited

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