FLoRA Replication Atlas › Browse

Expected Stock Returns and Variance Risk Premia

Tim Bollerslev, George Tauchen, Hao Zhou

Review of Financial Studies, 2009. DOI 10.1093/rfs/hhp008

Has this study been replicated?

The atlas records 1 replication of this study. Recorded outcomes: 1 mixed.

Replications

• SCORE secondary data replication of Bollerslev et al. (2009), Parsons et al. (2025). Outcome recorded: mixed. "The coefficient… is (positive) 0.07455682, but its p-value is 0.54497."

Other studies in the atlas

• 'Acting Wife': Marriage Market Incentives and Labor Market Investments
• The Scarring Effects of Primary-Grade Retention? A Study of Cumulative Advantage in the E…
• Racial Diversity Matters: The Impact of Diversity-Related Student Engagement and Institut…
• Converging Trajectories
• Anti-profit beliefs: How people neglect the societal benefits of profit
• Variability Modifies Life Satisfaction's Association With Mortality Risk in Older Adults

Failed replications · Successful replications · All browse pages