Aggregate Jump and Volatility Risk in the Cross-Section of Stock Returns

Conference paper

M Cremers, Michael Halling and D Weinbaum

European Finance Association 2012 (Copenhagen)

2012

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Title: Aggregate Jump and Volatility Risk in the Cross-Section of Stock Returns
Creators - without role: M Cremers - Notre Dame University (US)
Michael Halling - Stockholm School of Economics, Department of Finance
D Weinbaum - Syracuse University (US)
Conference: European Finance Association 2012 (Copenhagen)
Identifiers: 991001480404906056
Academic Unit: Department of Finance
Language: English
Resource Type: Conference paper