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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.

