default author photo

Jing Liu

Sichuan University

No. 24 South Section1, Yihuan Road,

Chengdu, 610064

China

  • Sichuan University

SCHOLARLY PAPERS

1

DOWNLOADS

309

TOTAL CITATIONS

0

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

Adjusted Long-Term Volatility and Stock Return Predictability

Number of pages: 56 Posted: 11 Sep 2022
Rui Qiu, Jing Liu and Yan Li
Sichuan University, Sichuan University and Southwest Jiaotong University
Downloads 309 (253,981)

Abstract:

Loading...

Stock return, Long-term volatility, Predictive regression, Out-of-sample performance, Portfolio exercise