Volatility Spreads and Expected Stock Returns.

Turan G. Bali Armen Hovakimian

Published in: Manag. Sci. (2009)

Keyphrases

stock returns
stock market
chinese stock market
developed countries
stock price
cross sectional
financial time series
panel data
developing countries
financial markets
cash flow
stock data
stock exchange
long term
exchange rate
news articles
garch model
non stationary
support vector machine