Return Extrapolation and Volatility Expectations

journal contribution

posted on 2025-04-29, 00:59 authored by Tarun ChordiaTarun Chordia, TC Lin, Vincent XiangVincent Xiang

Return Extrapolation and Volatility Expectations

History

Journal

Journal of Financial and Quantitative Analysis

Pagination

1-63

Location

Cambridge, Eng.

Publisher DOI

https://doi.org/10.1017/S0022109025000249

ISSN

0022-1090

eISSN

1756-6916

Language

eng

Publication classification

C1 Refereed article in a scholarly journal

Publisher

Cambridge University Press

Publication URL

https://doi.org/10.1017/s0022109025000249

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All Rights Reserved

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