Bradley Paye

Assistant Professor of Finance


Curriculum vitae


Department of Finance, Insurance, and Business Law

Virginia Tech



One Vol to Rule Them All: Common Volatility Dynamics in Factor Returns


Journal article


Nishad Kapadia, Matthew Linn, Bradley Paye
Journal of Financial and Quantitative Analysis (forthcoming)

SSRN link
Cite

Cite

APA   Click to copy
Kapadia, N., Linn, M., & Paye, B. One Vol to Rule Them All: Common Volatility Dynamics in Factor Returns. Journal of Financial and Quantitative Analysis (Forthcoming).


Chicago/Turabian   Click to copy
Kapadia, Nishad, Matthew Linn, and Bradley Paye. “One Vol to Rule Them All: Common Volatility Dynamics in Factor Returns.” Journal of Financial and Quantitative Analysis (forthcoming) (n.d.).


MLA   Click to copy
Kapadia, Nishad, et al. “One Vol to Rule Them All: Common Volatility Dynamics in Factor Returns.” Journal of Financial and Quantitative Analysis (Forthcoming).


BibTeX   Click to copy

@article{nishad-a,
  title = {One Vol to Rule Them All: Common Volatility Dynamics in Factor Returns},
  journal = {Journal of Financial and Quantitative Analysis (forthcoming)},
  author = {Kapadia, Nishad and Linn, Matthew and Paye, Bradley}
}


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