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On the relation between the expected value and the volatility of the nominal excess return on stocks
Author(s):
L.R. Glosten
,
R JAGANNATHAN
,
D.E. RUNKLE
,
Lawrence R. Glosten
,
Ravi Jagannathan
,
David E. Runkle
,
D. Runkle
,
L Glosten
,
N. R. Jagannathan
Publication date:
Journal:
J. Finance
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International Journal of Management Studies
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DOI::
10.21034/sr.157
ScienceOpen disciplines:
Management
,
Economics
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ScienceOpen disciplines:
Management
,
Economics
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