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macro_srsv

Location
London, England
Profile URL
https://t.co/Ad7SPhJxME
Favourite Count
1
Retweet Count
0
User
macro_srsv
Published
2022/09/22
Follower Count
9126
Score
Text URL
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4215686
Property
0.00010957703265395574
Tweet URL
https://twitter.com/macro_srsv/status/1572831811104751617
Tweet
"We find that short-term (monthly) realized stock variance has a significant negative impact on future stock returns...Adjusted long-term volatility...removing the information of short-term volatility...positively predicts the next-month returns." https://t.co/6fuu6tXdD2 https://t.co/LtFINQTdq4
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