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New versions of "Up- and Down"- and "Predictability"-papers online

posted Jul 23, 2018, 1:53 AM by Julian Thimme   [ updated Jul 23, 2018, 1:54 AM ]
We revised our paper "Up- and Downside Variance Risk Premia in Global Equity Markets". It can be downloaded here.
We also revised our paper "Predictability and the Cross-Section of Expected Returns: A Challenge for Asset Pricing Models". It can be found here.
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