The Dynamic Relations between Market Returns and Two Types of Risk with Business Cycles Article

Jiang, Xiaoquan, Lee, Bong-Soo. (2014). The Dynamic Relations between Market Returns and Two Types of Risk with Business Cycles . FINANCIAL REVIEW, 49(3), 593-618. 10.1111/fire.12043

cited authors

  • Jiang, Xiaoquan; Lee, Bong-Soo

authors

publication date

  • August 1, 2014

published in

keywords

  • Business & Economics
  • Business, Finance
  • CROSS-SECTION
  • EQUILIBRIUM
  • EXPECTED RETURNS
  • HETEROSKEDASTICITY
  • IDIOSYNCRATIC RISK
  • INFLATION
  • PRICES
  • REAL ACTIVITY
  • STOCK RETURNS
  • Social Sciences
  • VOLATILITY
  • business cycle
  • idiosyncratic risk
  • market return
  • market risk

Digital Object Identifier (DOI)

publisher

  • WILEY

start page

  • 593

end page

  • 618

volume

  • 49

issue

  • 3