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Asymmetric stock market volatility and the cyclical behavior of expected returns

Mele, Antonio (2007) Asymmetric stock market volatility and the cyclical behavior of expected returns. Journal of Financial Economics, 86 (2). pp. 446-478. ISSN 0304-405X

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Item Type: Article
Official URL: http://www.sciencedirect.com/science/journal/03044...
Additional Information: © 2007 Elsevier
Library of Congress subject classification: H Social Sciences > HG Finance
Sets: Research centres and groups > Financial Markets Group (FMG)
Collections > Economists Online
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 18 Jul 2008 10:52
URL: http://eprints.lse.ac.uk/19583/

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