Decomposing the VIX: Implications for the predictability of stock returns

Published in Financial Review, 2020

Recommended citation: Chow, K.V., Jiang, W., Li, B. and Li, J., 2020. Decomposing the VIX: Implications for the predictability of stock returns. Financial Review, 55(4), pp.645-668. [http://academicpages.github.io/files/paper3.pdf](https://onlinelibrary.wiley.com/doi/abs/10.1111/fire.12245)