Title

Relationship between Volatility and Expected Returns across International Stock Markets

Authors

Unro Lee, University of the PacificFollow
P. Theodossiou

Files

Document Type

Contribution to Book

Book Title

Volatility: New Estimation Techniques for Pricing Derivatives 1998

Editor(s)

Robert A. Jarrow

Buy Link

https://www.amazon.com/Volatility-Estimation-Techniques-Pricing-Derivatives/dp/1899332464

Find in WorldCat

https://worldcat.org/title/40337633

ISBN

978-1899332465

Publication Date

6-1-1998

Publisher

Risk Books

City

London

First Page

267

Last Page

273

Disciplines

Business | Economics | Finance | Finance and Financial Management

Recommended Citation

Lee, U., & Theodossiou, P. (1998). Relationship between Volatility and Expected Returns across International Stock Markets. In Robert A. Jarrow (Eds.), Volatility: New Estimation Techniques for Pricing Derivatives 1998 (267–273). London: Risk Books
https://scholarlycommons.pacific.edu/esob-facbooks/25