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Systematic limited arbitrage and the cross-section of stock returns: Evidence from exchange traded funds
Journal of Banking & Finance
◽
10.1016/j.jbankfin.2016.06.006
◽
2016
◽
Vol 70
◽
pp. 118-136
◽
Cited By ~ 2
Author(s):
R. Jared DeLisle
◽
Brian C. McTier
◽
Adam R. Smedema
Keyword(s):
Stock Returns
◽
Cross Section
◽
Exchange Traded Funds
◽
Limited Arbitrage
◽
The Cross
Download Full-text
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Cited By
References
Investor sentiment, investor crowded-trade behavior, and limited arbitrage in the cross section of stock returns
Empirical Economics
◽
10.1007/s00181-019-01630-7
◽
2019
◽
Vol 59
(1)
◽
pp. 437-460
◽
Cited By ~ 1
Author(s):
Liyun Zhou
◽
Chunpeng Yang
Keyword(s):
Stock Returns
◽
Cross Section
◽
Investor Sentiment
◽
Limited Arbitrage
◽
The Cross
Download Full-text
Seasonality in the Cross-Section of Stock Returns
CFA Digest
◽
10.2469/dig.v38.n3.24
◽
2008
◽
Vol 38
(3)
◽
pp. 55-56
Author(s):
Kathryn Dixon Jost
Keyword(s):
Stock Returns
◽
Cross Section
◽
The Cross
Download Full-text
As Told by the Supplier: Trade Credit and the Cross Section of Stock Returns
CFA Digest
◽
10.2469/dig.v46.n3.12
◽
2016
◽
Vol 46
(3)
◽
Author(s):
Imrith Ramtohul
Keyword(s):
Stock Returns
◽
Cross Section
◽
Trade Credit
◽
The Cross
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Dispersion in Beliefs among Active Mutual Funds and the Cross-Section of Stock Returns
CFA Digest
◽
10.2469/dig.v45.n3.14
◽
2015
◽
Vol 45
(3)
◽
Author(s):
Claire Emory
Keyword(s):
Stock Returns
◽
Mutual Funds
◽
Cross Section
◽
The Cross
Download Full-text
Seasonality in the Cross Section of Stock Returns: The International Evidence
CFA Digest
◽
10.2469/dig.v41.n2.9
◽
2011
◽
Vol 41
(2)
◽
pp. 46-48
Author(s):
Vipul K. Bansal
Keyword(s):
Stock Returns
◽
Cross Section
◽
International Evidence
◽
The Cross
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Idiosyncratic Risk and the Cross-Section of Expected Stock Returns
CFA Digest
◽
10.2469/dig.v39.n3.42
◽
2009
◽
Vol 39
(3)
◽
pp. 75-77
Author(s):
Chirag B. Patel
Keyword(s):
Stock Returns
◽
Cross Section
◽
Idiosyncratic Risk
◽
Expected Stock Returns
◽
The Cross
Download Full-text
Is Economic Uncertainty Priced in the Cross-Section of Stock Returns?
CFA Digest
◽
10.2469/dig.v48.n4.6
◽
2018
◽
Vol 48
(4)
◽
Author(s):
Clifford S. Ang
Keyword(s):
Stock Returns
◽
Cross Section
◽
Economic Uncertainty
◽
The Cross
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Accruals, Cash Flows, and Operating Profitability in the Cross Section of Stock Returns
CFA Digest
◽
10.2469/dig.v47.n2.7
◽
2017
◽
Vol 47
(2)
◽
Author(s):
Clifford S. Ang
Keyword(s):
Stock Returns
◽
Cross Section
◽
Cash Flows
◽
The Cross
Download Full-text
Volatility Risk Premium, Risk Aversion and the Cross-Section of Stock Returns
SSRN Electronic Journal
◽
10.2139/ssrn.1102279
◽
2008
◽
Cited By ~ 2
Author(s):
Peter M. Nyberg
◽
Anders Wilhelmsson
Keyword(s):
Risk Aversion
◽
Stock Returns
◽
Cross Section
◽
Risk Premium
◽
Volatility Risk
◽
Volatility Risk Premium
◽
The Cross
◽
Premium Risk
Download Full-text
The Productivity of Corporate Cash Holdings and the Cross-Section of Expected Stock Returns
SSRN Electronic Journal
◽
10.2139/ssrn.1334162
◽
2009
◽
Cited By ~ 18
Author(s):
Satyajit Chandrashekar
◽
Ramesh K. S. Rao
Keyword(s):
Stock Returns
◽
Cross Section
◽
Cash Holdings
◽
Expected Stock Returns
◽
The Cross
◽
Corporate Cash Holdings
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