A Reverse Engineered Pitch on Cremers et al. (2015), "Aggregate Jump and Volatility Risk in the Cross-Section of Stock Returns"
Year of publication: |
2018
|
---|---|
Authors: | Wang, Qingxia |
Published in: |
Journal of Accounting and Management Information Systems (JAMIS). - ISSN 2559-6004. - Vol. 17.2018, 1, p. 178-185
|
Publisher: |
Bucharest : Bucharest University of Economic Studies |
Subject: | Pitching research | template | reverse-engineering | cross-section | stock returns | jump risk | volatility risk |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.24818/jamis.2018.01010 [DOI] 101935917X [GVK] RePEc:ami:journl:v:17:y:2018:i:1:p:178-185 [RePEc] |
Classification: | C51 - Model Construction and Estimation ; G12 - Asset Pricing ; G17 - Financial Forecasting |
Source: |
-
Wang, Qingxia, (2018)
-
Return Asymmetry and the Cross Section of Stock Returns
Xu, Zhongxiang, (2019)
-
Bandi, Federico M., (2018)
- More ...
-
Informational content of options around analyst recommendations
Wang, Qingxia, (2021)
-
Wang, Qingxia, (2018)
-
Informational content of options around analyst recommendations
Wang, Qingxia, (2022)
- More ...