Volatility risk premium

Field
Subfield
Domain
OpenAlex	C44731940

Smeal faculty

• Timothy T. Simin - score 0.6
• Charles Cao - score 0.5

Papers

• An empirical analysis of the dynamic relationship between mutual fund flow and market return volatility (2008) - cites 112
• Predicting the equity premium with the implied volatility spread (2020) - cites 26