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Risk-return trade-off and serial correlation: Do volume and volatility matter? · Study

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ArticleRisk-return trade-off and serial correlation: Do volume and volatility matter?

Jyri Kinnunen2014

Article2014

Risk-return trade-off and serial correlation: Do volume and volatility matter?

29 citations·0/0 files stored·Journal of Financial Markets

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Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

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References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1955A BEHAVIORAL MODEL OF RATIONAL CHOICE 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1973An Intertemporal Capital Asset Pricing Model 1994Comparing Predictive Accuracy 1995Comparing Predictive Accuracy 1980On the Impossibility of Informationally Efficient Markets

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Year2014

Typearticle

Published2014-05-09

VenueJournal of Financial Markets

ISSN-L1386-4181

Languageen

Citations29

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.finmar.2014.04.003

openalex_workW2027005461

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