readme.ml.txt
Creators:
Matthijs Lof
From the dataset abstract
This note provides a replication of Martin's (Quarterly Journal of Economics, 2017, 132(1), 367-433) finding that the implied volatility measure SVIX predicts US stock market returns up...
Source: Expected market returns: SVIX, realized volatility, and the role of dividends (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/72a5d11a-7507-4660-bdf8-5b62abbdb6fb/resource/43d29850-ce35-4674-bc35-6592ea7c4900/download/readme.ml.txt |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
