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Expected stock returns and volatility

19874,257 citationsJournal Article

Authors

Kenneth R. French · University of Chicago

G. William Schwert · University of Rochester

Robert F. Stambaugh · University of Chicago

Topics & Keywords

Financial Markets and Investment Strategies Market Dynamics and Volatility Monetary Policy and Economic Impact

Publication Details

Published in: Journal of Financial Economics

Volume 19, Issue 1, pp. 3-29

DOI: 10.1016/0304-405x(87)90026-2

Field-Weighted Citation Impact: 68.39

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