Does Volatility Pay?

Abstract

A major focus of the literature in financial economics is the predictability of excess stock returns. Variables such as interest rates and dividend yields to some degree appear to predict the variation of expected returns over time.

Citation

BARONE‐ADESI, G. (2000), "Does Volatility Pay?", Journal of Risk Finance, Vol. 2 No. 1, pp. 27-35. https://doi.org/10.1108/eb022943