Do sector and factor specific variance risk premiums predict stock returns?

Additional Metadata
Keywords	Variance risk premium, Skewness risk premium, Downside and upside variance risk premium, Realized volatility, Sector return
Thesis Advisor	Koeter, Joren, Alexandrou, George
Persistent URL	hdl.handle.net/2105/63614
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Chung, Shang-Hung. (2022). Do sector and factor specific variance risk premiums predict stock returns?. In Finance & Investments.http://hdl.handle.net/2105/63614

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