Parent Category: Article
Are Stocks Really Less Volatile in the Long Run?
|Title||Are Stocks Really Less Volatile in the Long Run? ||Author(S)||UBOٹ PءSTOR (Author) |
|Abstract|| According to conventional wisdom, annualized volatility of stock returns is lower over long horizons than over short horizons, due to mean reversion induced by return predictability. ...||Pagination||p 431–478|
|Journal Title||The Journal of Finance|| || |
|Permanent Links||click here|| || |