Asymmetric stock market volatility and the cyclical behavior of expected returns

A-Tier
Journal: Journal of Financial Economics
Year: 2007
Volume: 86
Issue: 2
Pages: 446-478

Authors (1)

Mele, Antonio (Swiss Finance Institute)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:jfinec:v:86:y:2007:i:2:p:446-478
Journal Field
Finance
Author Count
1
Added to Database
2026-01-26