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
| 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/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/19583/ |
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