Volatility Spreads and Expected Stock Returns
Published Online:11 Sep 2009https://doi.org/10.1287/mnsc.1090.1063
Supplemental Material
mnsc.1090.1063-sm-ec.pdf (147 KB)
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Volume 55, Issue 11
November 2009
Pages iv-1897
Article Information
Supplemental Material
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Information
- Received:April 16, 2008
- Accepted:June 16, 2009
- Published Online:September 11, 2009
Copyright © 2009, INFORMS
Cite as
Turan G. Bali, Armen Hovakimian, (2009) Volatility Spreads and Expected Stock Returns. Management Science 55(11):1797-1812.
https://doi.org/10.1287/mnsc.1090.1063
Keywords
