Guo is at the Research Department, Federal Reserve Bank of St. Louis, and Whitelaw is at the Stern School of Business, New York University and the NBER. This paper was formerly circulated under the title “Risk and Return: Some New Evidence.” We thank N.R. Prabhala for providing the implied volatility data and an anonymous referee, the editor, Rick Green, and seminar participants at the Federal Reserve Bank of New York, the University of Illinois, Urbana-Champaign, the University of Texas, Austin, Vanderbilt University, the Australian Graduate School of Management, and the University of Queensland for helpful comments. Financial support from the C. V. Starr Center for Applied Economics is gratefully acknowledged by the first author. The views expressed in this paper are those of the authors and do not necessarily reflect the official positions of the Federal Reserve Bank of St. Louis or the Federal Reserve System.
Uncovering the Risk–Return Relation in the Stock Market
Version of Record online: 16 MAY 2006
© 2006 the American Finance Association
The Journal of Finance
Volume 61, Issue 3, pages 1433–1463, June 2006
How to Cite
GUO, H. and WHITELAW, R. F. (2006), Uncovering the Risk–Return Relation in the Stock Market. The Journal of Finance, 61: 1433–1463. doi: 10.1111/j.1540-6261.2006.00877.x
- Issue online: 16 MAY 2006
- Version of Record online: 16 MAY 2006
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!