A Comment on 'The Cross-Section of Volatility and Expected Returns': The Statistical Significance of FVIX is Driven by a Single Outlier

2012 ◽  
Author(s):  
Robert M. Anderson ◽  
Stephen W. Bianchi ◽  
Lisa R. Goldberg
Keyword(s):  
Cross Section ◽  
Statistical Significance ◽  
Expected Returns ◽  
The Cross

The Cross-Section of Volatility and Expected Returns: Then and Now

2019 ◽  
Author(s):  
Andrew L. Detzel ◽  
Jefferson Duarte ◽  
Avraham Kamara ◽  
Stephan Siegel ◽  
Celine Sun
Keyword(s):  
Cross Section ◽  
Expected Returns ◽  
The Cross
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