"Gone with the Vol: A Decline in Asset Return Predictability During the ..."

Alex Hsu, Francisco Palomino, Liang Qian (2023)

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DOI: 10.1287/MNSC.2022.4429

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type: Journal Article

metadata version: 2024-01-13

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Alex Hsu, Francisco Palomino, Liang Qian:
Gone with the Vol: A Decline in Asset Return Predictability During the Great Moderation. Manag. Sci. 69(5): 3025-3047 (2023)

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