Nancy Zambon

University of Padua - Department of Economics

via Del Santo 33

Padova, 35123

Italy

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Scholarly Papers (1)

The Cross-Section of Expected Jumps in Equity Returns

Number of pages: 34 Posted: 29 Aug 2018 Last Revised: 04 Sep 2019
University of Padua - Department of Statistical Sciences, Imperial College Business School and University of Padua - Department of Economics
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Abstract:

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jumps, equity returns, risk premia