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Volume 2, Issue 1
1 April 2000
The Journal of Risk Finance Cover Image for Volume 2, Issue 1
Review Article| April 01 2000

Does Volatility Pay? Available to Purchase

GIOVANNI BARONE‐ADESI
GIOVANNI BARONE‐ADESI
Professor of economics with the Facolta di Economia at Universita della Svizzera Italiana in Lugano, Switzerland.
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Author & Article Information
Publisher: Emerald Publishing
Online ISSN: 2331-2947
Print ISSN: 1526-5943
© MCB UP Limited
2000
Journal of Risk Finance (2000) 2 (1): 27–35.
https://doi.org/10.1108/eb022943

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.

This content is only available via PDF.
© MCB UP Limited
2000
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