Volatility risk and the value premium: Evidence from the French stock market

Journal of Banking and Finance

Volumn 34, Issue 5, 2010, Pages 975-983

  Arisoy, Yakup Eser ^a  

^a IESEG SCHOOL OF MANAGEMENT   (France)

Author keywords

Straddle returns; Value premium; Volatility risk

Indexed keywords

EID: 77649180329     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2009.10.012     Document Type: Article

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