The Working Paper "The Memory of Stock Return Volatility: Asset Pricing Implications" authored by Duc Binh Benno Nguyen, Marcel Prokopczuk and Philipp Sibbertsen has been accepted for publication by the Journal of Financial Markets.
The Working Paper "The Memory of Stock Return Volatility: Asset Pricing Implications" authored by Duc Binh Benno Nguyen, Marcel Prokopczuk and Philipp Sibbertsen has been accepted for publication by the Journal of Financial Markets.