AVERAGE STOCK VARIANCE AND MARKET RETURNS: Evidence of Time-Varying Predictability at the Daily Frequency
| Year of publication: |
2011
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|---|---|
| Authors: | Chen, Huafeng ; Ortiz-Molina, Hernán ; Zhang, Siliang |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 37.2011, 4, p. 86-96
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