The calendar structure of risk and expected returns on stocks and bonds

Journal of Financial Economics

Volumn 70, Issue 1, 2003, Pages 29-67

  Ogden, Joseph P ^a  

^a UNIVERSITY AT BUFFALO   (United States)

Author keywords

Macroeconomic; Return predictability; Return reversal; Seasonality; Time varying expected returns

Indexed keywords

EID: 0141649298     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(03)00141-7     Document Type: Article

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