Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns

2002 ◽  
Vol 57 (1) ◽  
pp. 369-403 ◽  
Author(s):  
Robert F. Dittmar
Keyword(s):  
Cross Section ◽  
Equity Returns ◽  
Nonlinear Pricing ◽  
The Cross ◽  
Pricing Kernels

Can Investment Shocks Explain the Cross Section of Equity Returns?

2017 ◽  
Vol 63 (11) ◽  
pp. 3829-3848 ◽  
Author(s):  
Lorenzo Garlappi ◽  
Zhongzhi Song
Keyword(s):  
Cross Section ◽  
Equity Returns ◽  
The Cross

scholarly journals The cross-section of labor leverage and equity returns

2019 ◽  
Vol 132 (2) ◽  
pp. 497-518 ◽  
Author(s):  
Andres Donangelo ◽  
François Gourio ◽  
Matthias Kehrig ◽  
Miguel Palacios
Keyword(s):  
Cross Section ◽  
Equity Returns ◽  
The Cross

Leverage and the Cross-Section of Equity Returns

2016 ◽  
Author(s):  
Hitesh Doshi ◽  
Kris Jacobs ◽  
Praveen Kumar ◽  
Ramon Rabinovitch
Keyword(s):  
Cross Section ◽  
Equity Returns ◽  
The Cross
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