Variance Premium, Downside Risk and Expected Stock Returns
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References listed on IDEAS
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More about this item
KeywordsAsset Pricing; Financial markets;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2018-01-08 (All new papers)
- NEP-FMK-2018-01-08 (Financial Markets)
- NEP-RMG-2018-01-08 (Risk Management)
- NEP-UPT-2018-01-08 (Utility Models & Prospect Theory)
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