ScienceOpen:
research and publishing network
For Publishers
Discovery
Metadata
Peer review
Hosting
Publishing
For Researchers
Join
Publish
Review
Collect
My ScienceOpen
Sign in
Register
Dashboard
Blog
About
Search
Advanced search
My ScienceOpen
Sign in
Register
Dashboard
Search
Search
Advanced search
For Publishers
Discovery
Metadata
Peer review
Hosting
Publishing
For Researchers
Join
Publish
Review
Collect
Blog
About
69
views
18
references
Top references
cited by
319
Cite as...
0 reviews
Review
0
comments
Comment
0
recommends
+1
Recommend
0
collections
Add to
0
shares
Share
Twitter
Sina Weibo
Facebook
Email
464
similar
All similar
Record
: found
Abstract
: not found
Article
: not found
Expected stock returns and volatility
Author(s):
Kenneth R. French
,
G.William Schwert
,
Robert F. Stambaugh
Publication date
Created:
September 1987
Publication date
(Print):
September 1987
Journal:
Journal of Financial Economics
Publisher:
Elsevier BV
Read this article at
ScienceOpen
Publisher
Further versions
oa repository (via OAI-PMH title and first author match)
oa repository (via OAI-PMH title and first author match)
Powered by
Review
Review article
Invite someone to review
Bookmark
Cite as...
There is no author summary for this article yet. Authors can add summaries to their articles on ScienceOpen to make them more accessible to a non-specialist audience.
Abstract
Related collections
ScienceOpen Research
Most cited references
18
Record
: found
Abstract
: not found
Article
: not found
Generalized autoregressive conditional heteroskedasticity
Tim Bollerslev
(1986)
0
comments
Cited
1584
times
– based on
0
reviews
Review now
Bookmark
Record
: found
Abstract
: not found
Article
: not found
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
Robert F. Engle
(1982)
0
comments
Cited
1446
times
– based on
0
reviews
Review now
Bookmark
Record
: found
Abstract
: not found
Article
: not found
Risk, Return, and Equilibrium: Empirical Tests
Eugene Fama
,
James MacBeth
(1973)
0
comments
Cited
946
times
– based on
0
reviews
Review now
Bookmark
All references
Author and article information
Journal
Title:
Journal of Financial Economics
Abbreviated Title:
Journal of Financial Economics
Publisher:
Elsevier BV
ISSN (Print):
0304405X
Publication date Created:
September 1987
Publication date (Print):
September 1987
Volume
: 19
Issue
: 1
Pages
: 3-29
Article
DOI:
10.1016/0304-405X(87)90026-2
SO-VID:
ab77ef61-89bb-4a41-b5e7-c57c8d649f33
Copyright ©
© 1987
License:
http://www.elsevier.com/tdm/userlicense/1.0/
History
Data availability:
Comments
Comment on this article
Sign in to comment
scite_
Similar content
464
COVID-19 impact on digital companies’ stock return: A dynamic data analysis
Authors:
Kais Ben-Ahmed
,
Imen Ayadi
,
Salah Hamad
Asset growth and stock return: evidence in the Brazilian market
Authors:
Robert William Faff
,
Márcio Machado
Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models
Authors:
Alejandro Lopez-Lira
,
Yuehua Tang
See all similar
Cited by
318
A test for independence based on the correlation dimension
Authors:
W. D. Dechert
,
W. Broock
,
B. LeBaron
…
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
Authors:
John Campbell
,
Robert Shiller
Dividend yields and expected stock returns
Authors:
Eugene Fama
,
Kenneth French
See all cited by