@article{econhot_econhot-cited-4ae0c51b282a631a, title = {On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks}, author = {Lawrence R. Glosten and Ravi Jagannathan and David Edward Runkle}, journal = {The Journal of Finance}, year = {1993}, volume = {48}, number = {5}, pages = {1779-1801}, doi = {10.1111/j.1540-6261.1993.tb05128.x}, url = {https://doi.org/10.1111/j.1540-6261.1993.tb05128.x} }