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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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Identification Number: 10.1016/j.jfineco.2006.10.002
Item Type: Article
Official URL: http://www.sciencedirect.com/science/journal/03044...
Additional Information: © 2007 Elsevier
Subjects: H Social Sciences > HG Finance
Sets: Research centres and groups > Financial Markets Group (FMG)
Collections > Economists Online
Date Deposited: 18 Jul 2008 10:52
Last Modified: 01 Oct 2010 09:12
URI: http://eprints.lse.ac.uk/id/eprint/19583

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