scholarly journals Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks

2017 ◽  
Vol 44 ◽  
pp. 43-65 ◽  
Author(s):  
Georgios Xyngis
Keyword(s):  
Business Cycle ◽  
Cross Section ◽  
Expected Returns ◽  
Cycle Variation ◽  
Macroeconomic Uncertainty ◽  
Dependent Risks ◽  
The Cross

The Cross-Section of Volatility and Expected Returns: Then and Now

2019 ◽  
Author(s):  
Andrew L. Detzel ◽  
Jefferson Duarte ◽  
Avraham Kamara ◽  
Stephan Siegel ◽  
Celine Sun
Keyword(s):  
Cross Section ◽  
Expected Returns ◽  
The Cross
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