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On the systematic volatility of unpriced earnings · Study

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ArticleOn the systematic volatility of unpriced earnings

Timothy C. Johnson2014

Article2014

On the systematic volatility of unpriced earnings

Timothy C. Johnson · Jaehoon Lee

32 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Financial Reporting and Valuation Research

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References

2016Measuring Economic Policy Uncertainty*1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1991Conditional Heteroskedasticity in Asset Returns: A New Approach 2009The Impact of Uncertainty Shocks 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles 1985Stock Returns and the Term Structure

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Year2014

Typearticle

Published2014-06-09

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations32

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jfineco.2014.05.012

openalex_workW2004089643

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