Stock return and cash flow predictability: The role of volatility risk

Published

Journal Article

Full Text

Duke Authors

Cited Authors

  • Bollerslev, T; Xu, L; Zhou, H

Published Date

  • August 2015

Published In

Volume / Issue

  • 187 / 2

Start / End Page

  • 458 - 471

Published By

International Standard Serial Number (ISSN)

  • 0304-4076

Digital Object Identifier (DOI)

  • 10.1016/j.jeconom.2015.02.031

Language

  • en