The effect of volatility persistence on excess returns

Ajeet Jain, Sascha Strobl

Year of publication:	January 2017
Authors:	Jain, Ajeet ; Strobl, Sascha
Published in:	Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 32.2017, p. 58-63
Subject:	Volatility persistence \| Volatility \| Liquidity \| Information asymmetry \| Volatilität \| Asymmetrische Information \| Asymmetric information \| Kapitaleinkommen \| Capital income \| Theorie \| Theory \| ARCH-Modell \| ARCH model \| Liquidität

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