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State-dependent intertemporal risk-return tradeoff : further evidence
Chelikani, Surya; Marks, Joseph M.; Nam, Kiseok - In: Journal of economics and business 130 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10015066062
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Volatility feedback effect and risk-return tradeoff
Chelikani, Surya; Marks, Joseph M.; Nam, Kiseok - In: The quarterly review of economics and finance : journal … 92 (2023), pp. 49-65
Persistent link: https://www.econbiz.de/10014490242
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Stock returns, asymmetric volatility, risk aversion, and business cycle : some new evidence
Kim, Sei-Wan; Lee, Bong-soo - In: Economic inquiry : journal of the Western Economic … 46 (2008) 2, pp. 131-148
Persistent link: https://www.econbiz.de/10003713348
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Revisiting the ICAPM under the distortion of risk-return tradeoff in short-horizon stock returns
Chelikani, Surya; Nam, Kiseok; Wang, Xuewu - In: Review of financial economics : RFE 41 (2023) 2, pp. 109-135
Persistent link: https://www.econbiz.de/10014278645