Stock returns and volatility: Pricing the short-run and long-run components of market risk

Journal of Finance

Volumn 63, Issue 6, 2008, Pages 2997-3030

  Adrian, Tobias ^a   Rosenberg, Joshua ^a  

^a FEDERAL RESERVE BANK OF NEW YORK   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 55949101358     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2008.01419.x     Document Type: Article

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