Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk

E-ISSN： 1540-6261|22-1082|6|2997-3030

ISSN： 0022-1082

Source： THE JOURNAL OF FINANCE, Vol.22-1082, Iss.6, 2008-12, pp. : 2997-3030

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