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Does Higher Ex-Ante Volatility Predict Higher Subsequent Monthly Excess Returns?

A journal article published on 2026-09-15 investigates whether higher ex-ante volatility predicts higher subsequent monthly excess returns. The supplied source fields include only publisher, DOI, content type, and publication date and provide no additional event details.

Categories: economy-and-trade

Generated scores

Scores are based on the cited reporting and use a 1–10 scale. Read the methodology.

Confidence
2/10
Geographic reach
1/10
Global importance
2/10
Impact magnitude
1/10
Positivity
5/10
Urgency
1/10

Why it matters

The paper examines a potential relationship between ex-ante volatility and subsequent monthly excess returns.

Sources

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