The Cross-Section of Volatility and Expected Returns

The Cross-Section of Volatility and Expected Returns (2006)

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by Andrew Ang , Robert J. Hodrick , Yuhang Xing , Xiaoyan Zhang

Venue:	Journal of Finance
Citations:	36 - 2 self

BibTeX

@ARTICLE{Ang06thecross-section,
    author = {Andrew Ang and Robert J. Hodrick and Yuhang Xing and Xiaoyan Zhang},
    title = {The Cross-Section of Volatility and Expected Returns},
    journal = {Journal of Finance},
    year = {2006},
    pages = {259--299}
}

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Abstract

We especially thank an anonymous referee and Rob Stambaugh, the editor, for helpful suggestions that greatly improved the article. Andrew Ang and Bob Hodrick both acknowledge support from the NSF.

Citations

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