Intertemporal risk-return tradeoff in the short-run
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DOI: 10.1016/j.econlet.2018.08.031
Abstract: We hypothesize that good (bad) market news causes overpricing (underpricing) in the short-term, thereby inducing a weak or negative (significantly positive) intertemporal risk-return tradeoff. We verify this asymmetry through the indirect relation of a weak… read more here.
Keywords: return tradeoff; short run; tradeoff short; risk return ... See more keywords