Forward Variance Factor Predicts Stock Returns
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International Stock Return Predictability: The Role of U.S. Volatility Risk
Yizhe Deng; Fuwei Jiang; Yunqi Wang; Ti Zhou
State Power Investment Corporation (China)- China Investment Corporation (CIC)
- Central University of Finance and Economics
- Central University of Finance and Economics (CUFE)
- Southern University of Science and Technology
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