Jump to: Article
Number of items: 1.
Article
Almeida, Caio, Ardison, Kim, Freire, Gustavo, Garcia, René and Orlowski, Piotr
(2024)
High-Frequency Tail Risk Premium and Stock Return Predictability.
Journal of Financial and Quantitative Analysis, vol.59 (n°8).
pp. 3633-3670.