Expected stock returns and volatility

Keywords

Volatility (finance)EconomicsStock (firearms)Volatility risk premiumFinancial economicsStock marketStock market bubblePortfolioTreasuryGrowth stockEconometricsMonetary economicsImplied volatility

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Publication Info

Year: 1987
Type: article
Volume: 19
Issue: 1
Pages: 3-29
Citations: 4228
Access: Closed

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APA Style

                            
                                    Kenneth R. French, 
                                
                                    G. William Schwert, 
                                
                                    Robert F. Stambaugh
                                
                            (1987). 
                            Expected stock returns and volatility. 
                            Journal of Financial Economics
                            , 19
                            (1)
                            , 3-29.
                            https://doi.org/10.1016/0304-405x(87)90026-2

Identifiers

DOI: 10.1016/0304-405x(87)90026-2