Evanston, IL 60208
Kellogg School of Management - Department of Finance
re-pricing options, forecasting volatility, seemingly unrelated regression, implied volatility
factor models, global risk, momentum, exposure
Passive Ownership, ETFs, Market Efficiency
trade policy, uncertainty, stock returns, risk premium
This is a National Bureau of Economic Research Paper. NBER charges a fee of
$5.00 for this paper.
File name: nber.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
This page was processed by aws-apollo4 in 0.198 seconds