Stock market volatility and equity returns: Evidence from a two-state Markov-switching model with regressors
| Year of publication: |
2012
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|---|---|
| Authors: | Liu, Xinyi ; Margaritis, Dimitris ; Wang, Peiming |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 19.2012, 4, p. 483-497
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