Article (Scientific journals)
Aggregate jump and volatility risk in the cross-section of stock returns
Cremers, Martijn; HALLING, Michael; Weinbaum, David
2015In Journal of Finance, 70 (2), p. 577–614
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Disciplines :
Finance
Author, co-author :
Cremers, Martijn
HALLING, Michael  ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Finance (DF)
Weinbaum, David
External co-authors :
yes
Language :
English
Title :
Aggregate jump and volatility risk in the cross-section of stock returns
Publication date :
2015
Journal title :
Journal of Finance
ISSN :
0022-1082
eISSN :
1540-6261
Volume :
70
Issue :
2
Pages :
577–614
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBilu :
since 27 October 2023

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