Hao Zhou Webpage

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Abstract
The variance risk premium taken from Hao Zhou’s homepage.
Research Area
Financial Markets
Keywords
asset pricing, cross-section of stock returns, predictability
JEL Classification
G12, E44, D81
Working Paper References
Topic
Macro Finance
Consumption
Saving and Borrowing
Publication Type
Research Data
Link to Publication
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Attribution-ShareAlike 4.0 International
Except where otherwise noted, this item's license is described as Attribution-ShareAlike 4.0 International