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Nancy Zambon
University of Padua
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Scholarly Papers (1)
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The Cross-Section of Expected Jumps in Equity Returns
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The Cross-Section of Expected Jumps in Equity Returns
Number of pages: 36
Posted: 09 Dec 2023
Massimiliano Caporin
,
Walter Distaso
and Nancy Zambon
University of Padua - Department of Statistical Sciences, Imperial College Business School and University of Padua
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Abstract:
jumps, equity returns, risk premia
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