scholarly journals Consumption Risk and the Cross Section of Expected Returns

2005 ◽  
Vol 113 (1) ◽  
pp. 185-222 ◽  
Author(s):  
Jonathan A. Parker ◽  
Christian Julliard
Keyword(s):  
Cross Section ◽  
Expected Returns ◽  
The Cross ◽  
Consumption Risk

Long-Horizon Consumption Risk and the Cross-Section of Expected Returns: A Cross-Country Perspective

2008 ◽  
Author(s):  
Joachim Grammig ◽  
Andreas Schrimpf ◽  
Michael Schuppli
Keyword(s):  
Cross Section ◽  
Expected Returns ◽  
Cross Country ◽  
The Cross ◽  
Consumption Risk

scholarly journals Consumption Risk and the Cross-Section of Expected Returns

2004 ◽  
Author(s):  
Christian Julliard ◽  
Jonathan A. Parker
Keyword(s):  
Cross Section ◽  
Expected Returns ◽  
The Cross ◽  
Consumption Risk

Book-to-Market and the Cross-Section of Expected Returns in International Stock Markets

CFA Digest ◽  
2013 ◽  
Vol 43 (3) ◽  
Author(s):  
Thomas M. Arnold
Keyword(s):  
Cross Section ◽  
Stock Markets ◽  
Expected Returns ◽  
International Stock Markets ◽  
The Cross

The Conditional Beta and the Cross-Section of Expected Returns

CFA Digest ◽  
2009 ◽  
Vol 39 (4) ◽  
pp. 76-78
Author(s):  
Charles F. Peake
Keyword(s):  
Cross Section ◽  
Expected Returns ◽  
The Cross ◽  
Conditional Beta

Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns

CFA Digest ◽  
2011 ◽  
Vol 41 (2) ◽  
pp. 12-13
Author(s):  
Brian A. Maris
Keyword(s):  
Cross Section ◽  
Expected Returns ◽  
The Cross

Intermediary Leverage and the Cross-Section of Expected Returns

2010 ◽  
Author(s):  
Tyler Muir
Keyword(s):  
Cross Section ◽  
Expected Returns ◽  
The Cross

Book-to-Market and the Cross-Section of Expected Returns in International Stock Markets

2012 ◽  
Author(s):  
Turan G. Bali ◽  
Nusret Cakici ◽  
Frank J. Fabozzi
Keyword(s):  
Cross Section ◽  
Stock Markets ◽  
Expected Returns ◽  
International Stock Markets ◽  
The Cross

Consumption Risk and the Cross-Section of Option Returns

2018 ◽  
Author(s):  
Kevin Aretz ◽  
Hening Liu ◽  
Shuwen Yang ◽  
Yuzhao Zhang
Keyword(s):  
Cross Section ◽  
Option Returns ◽  
The Cross ◽  
Consumption Risk
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