Jun He
Post
Research
Note
Data
Bergen
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Qiang Kang
← Papers reviewed on this blog
[2004 JFE]
收益与风险,到底是「正相关」还是「负相关」?——一道纠缠了二十年的符号谜题
On the Relationship Between the Conditional Mean and Volatility of Stock Returns: A Latent VAR Approach
Jun 2026