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The Effect of Volatility Changes on the Level of Stock Prices and Subsequent Expected Returns

Robert A. Haugen, Eli Talmor, Walter N. Torous
DOI: 10.2307/2328551
The Journal of Finance

Data up to Jan 2025

Published1991
Citations44
References0
Fields
EconomicsEngineeringEconometricsFinancial economicsMonetary economics

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