Department of Economics and Business Economics

Stock return and cash flow predictability: The role of volatility risk

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Tim Bollerslev
  • Lai Xu, Duke University, United States
  • Hao Zhou, PBC School of Finance, Tsinghua University, Beijing, China
Original languageEnglish
JournalJournal of Econometrics
Volume187
Issue2
Pages (from-to)458–471
Number of pages14
ISSN0304-4076
DOIs
Publication statusPublished - 2015

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