The Intertemporal Risk-Return Relation in the Stock Market Article

Jiang, Xiaoquan, Lee, Bong Soo. (2009). The Intertemporal Risk-Return Relation in the Stock Market . FINANCIAL REVIEW, 44(4), 541-558. 10.1111/j.1540-6288.2009.00229.x

keywords

  • Business & Economics
  • Business, Finance
  • DIVIDENDS
  • EXPECTED VALUE
  • GMM
  • GOOD-NEWS
  • HETEROSKEDASTICITY
  • ICAPM
  • MODEL
  • PREMIUM
  • Social Sciences
  • TRADEOFF
  • VARIANCE
  • VOLATILITY
  • fundamental proxy
  • intertemporal risk-return relation

Digital Object Identifier (DOI)

publisher

  • WILEY

start page

  • 541

end page

  • 558

volume

  • 44

issue

  • 4