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1.
Average Stock Variance and Market Returns: Evidence of Time-Varying Predictability at the Daily Frequency
Journal of Portfolio Management, Forthcoming,
https://doi.org/10.3905/jpm.2011.37.4.086
Posted: 21 May 2019
Huafeng (Jason) Chen
,
Hernan Ortiz-Molina
and Siliang Zhang
Fudan University - Fanhai International School of Finance (FISF), University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC)
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