Are Stocks Really Less Volatile in the Long Run?

Material TypeArticleLanguageEnglish
TitleAre 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. ...Paginationp 431–478
SubjectEconomicsDescriptorsEconomics
Journal TitleThe Journal of Finance  
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