Siliang Zhang

University of British Columbia (UBC)

2329 West Mall

Vancouver, British Columbia BC V6T 1Z4

Canada

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Scholarly Papers (1)

1.

Average Stock Variance and Market Returns: Evidence of Time-Varying Predictability at the Daily Frequency

Journal of Portfolio Management, Forthcoming
Number of pages: 23 Posted: 24 Jul 2010 Last Revised: 26 Jul 2010
Tsinghua University - PBC School of Finance, University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC)
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Abstract: