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Uncovering the Risk-Return Relation in the Stock Market. (2003). Guo, Hui.
In: NBER Working Papers.
RePEc:nbr:nberwo:9927.

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Cited: 7

Citations received by this document

Cites: 36

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Cocites: 50

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Citations

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  1. The risk return tradeoff in the long run: 1836-2003. (2007). Lundblad, Christian.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:85:y:2007:i:1:p:123-150.

    Full description at Econpapers || Download paper

  2. Is there a risk-return trade-off? Evidence from high-frequency data. (2006). Peng, Lin ; Bali, Turan G..
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:21:y:2006:i:8:p:1169-1198.

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  3. Volatility puzzles: a simple framework for gauging return-volatility regressions. (2006). Zhou, Hao ; Bollerslev, Tim.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:131:y:2006:i:1-2:p:123-150.

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  4. ESTIMATING EXPECTED EXCESS RETURNS USING HISTORICAL AND OPTION-IMPLIED VOLATILITY. (2006). Corrado, Charles ; Miller, Thomas W..
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:29:y:2006:i:1:p:95-112.

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  5. The Relationship between Risk and Expected Return in Europe. (2005). Irigoyen, Gonzalo Rubio ; Nave, Juan ; Leon, Angel .
    In: DFAEII Working Papers.
    RePEc:ehu:dfaeii:6728.

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  6. The Relationship between Risk and Expected Return in Europe. (2005). Rubio, Gonzalo ; Leon, ngel ; Nave, Juan .
    In: DFAEII Working Papers.
    RePEc:ehu:dfaeii:200508.

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  7. The Cross-Section of Volatility and Expected Returns. (2004). zhang, xiaoyan ; Xing, Yuhang ; Hodrick, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10852.

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References

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