Size, value and volatility
Size, value and volatility is a scholarly work, published in 2024 in ''International Review of Economics and Finance''. The main subjects of the publication include value at risk, econometrics, asset pricing, Volatility swap, Volatility risk premium, Volatility smile, stock, economics, implied volatility, Forward volatility, volatility, and financial economics. The authors examine the relationship between total stock market risk and the returns on several long-short portfolios that have been widely regarded as priced risk factors in much of prior literature.