This paper investigates whether realized and implied volatilities of individual stocks can predict the cross-sectional variation in expected returns.
本文探讨是否实现隐含波动率与预期回报的个股可以预测的横截面的变化。
This paper investigates whether realized and implied volatilities of individual stocks can predict the cross-sectional variation in expected returns.
本文探讨是否实现隐含波动率与预期回报的个股可以预测的横截面的变化。
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