Efficient predictability of stock return volatility: The...

The North American Journal of Economics and Finance 2020 / 04 Vol. 52

Efficient predictability of stock return volatility: The role of stock market implied volatility

Dai, Zhifeng, Zhou, Huiting, Wen, Fenghua, He, Shaoyi
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Volume:
52
Journal:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2020.101174
Date:
April, 2020
File:
PDF, 844 KB
2020
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