Finance Dept., College of Business
University of Louisville
Louisville, KY 40292
in Total Papers Downloads
Option Expiration, Stock Returns, Option Delta Hedging
contrarian strategies, monthly stock returns, January seasonality
Portfolio Optimization, Naive Diversification, Idiosyncratic Volatility, Covariance Matrix
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portfolio optimization, naïve diversification, idiosyncratic volatility
Treasury Bond Risk Premia, Equity and Bond risk, Risk Aversion, Treasury bond futures returns, Economic states
Equity Risk, Term Structure, Bond Volatility
stock and bond market return linkages, stock implied volatility, stock turnover
Term Structure, Forward Interest Rates, Macroeconomic Risk, Term Risk Premia
Equity Size Premium, SMB factor, Intermediary Asset Pricing, Volatility Risk, Illiquidity Risk
January Barometer, yield curve, trading strategies
Medium-Run Momentum, Long-Run Reversals, Mean Stock Returns
Regime-switching, Stock and Bond Return Correlations, Flight-to-Quality, Liquidity
Equity Risk, Treasury Bond Prices, Bond Risk Premia, Stochastic Volatility
Value Premium, Book-to-Market Equity Ratio, Momentum, Return Dispersion
Equity market volatility, return dispersion
Return comovements, implied volatility
Implied Volatility, Asymmetric Volatility Phenomenon
Stock-bond return correlations, stock market uncertainty, turnover
Macroeconomic news, volatility custering
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