Cross-sectional anomalies and volatility risk in different economic and market cycles
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More about this item
KeywordsMomentum; Value premium; Volatility risk; Market cycles;
- F3 - International Economics - - International Finance
- G1 - Financial Economics - - General Financial Markets
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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