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Type: BOOK - Published: 2001 - Publisher:
There has been increasing research on the cross-sectional relation between stock return and volatility. Conclusions are, however, mixed, partially because volat
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Type: BOOK - Published: 2016-02-26 - Publisher: John Wiley & Sons
“Bali, Engle, and Murray have produced a highly accessible introduction to the techniques and evidence of modern empirical asset pricing. This book should be
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Type: BOOK - Published: 2016-04-04 - Publisher: John Wiley & Sons
“Bali, Engle, and Murray have produced a highly accessible introduction to the techniques and evidence of modern empirical asset pricing. This book should be
Language: en
Pages: 55
Pages: 55
Type: BOOK - Published: 2004 - Publisher:
"We examine the pricing of aggregate volatility risk in the cross-section of stock returns. Consistent with theory, we find that stocks with high sensitivities
Language: en
Pages: 28
Pages: 28
Type: BOOK - Published: 1995 - Publisher: World Bank Publications