University of Peloponnese - Department of Economics
realized volatility, leverage effect, volatility feedback effect, asset pricing, A.S.E.
realized volatility; leverage effect; volatility feedback effect; asset pricing; A.S.E
CAPM, cash-flow risk, discount-rate risk, VAR-GARCH, BEKK, value, size
CAPM, beta, cash flow risk, discount rate risk, risk aversion
Size, Book-to-Market, Dividend Yield, Betas, A.S.E.
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