On the Stability of the Cross-Section of Expected Stock Returns in the Cross-Section: Understanding the Curious Role of Share Turnover

European Financial Management ◽

10.1111/j.1354-7798.2005.00303.x ◽

2005 ◽

Vol 11 (5) ◽

pp. 661-678 ◽

Author(s):

Avanidhar Subrahmanyam

Keyword(s):

Stock Returns ◽

Cross Section ◽

Expected Stock Returns ◽

The Cross ◽

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Idiosyncratic Risk and the Cross-Section of Expected Stock Returns

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 ◽

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The Productivity of Corporate Cash Holdings and the Cross-Section of Expected Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1334162 ◽

2009 ◽

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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Safety First, Robust Dynamic Asset Pricing, and the Cross-Section of Expected Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1782081 ◽

2011 ◽

Author(s):

Ariel M. Viale ◽

Luis García-Feijóo ◽

Antoine Giannetti

Keyword(s):

Asset Pricing ◽

Stock Returns ◽

Cross Section ◽

Expected Stock Returns ◽

The Cross ◽

Dynamic Asset Pricing ◽

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Market Sentiment and the Cross-section of Expected Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3521013 ◽

2020 ◽

Author(s):

Gady Jacoby ◽

Chi Liao ◽

Sheldon Lin ◽

Lei Lu

Keyword(s):

Stock Returns ◽

Cross Section ◽

Market Sentiment ◽

Expected Stock Returns ◽

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MVA and the Cross-Section of Expected Stock Returns

The Journal of Portfolio Management ◽

10.3905/jpm.2001.319803 ◽

2001 ◽

Vol 27 (3) ◽

pp. 75-87 ◽

Author(s):

Ken C. Yook ◽

George M. McCabe

Keyword(s):

Stock Returns ◽

Cross Section ◽

Expected Stock Returns ◽

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The Role of Expectations in Explaining the Cross-Section of Stock Returns

Review of Accounting Studies ◽

10.1023/b:rast.0000028184.06279.57 ◽

2004 ◽

Vol 9 (2/3) ◽

pp. 149-188 ◽

Author(s):

Tom Copeland ◽

Aaron Dolgoff ◽

Alberto Moel

Keyword(s):

Stock Returns ◽

Cross Section ◽

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Rise of the Machines: Factor Investing with Artificial Neural Networks and the Cross–Section of Expected Stock Returns

The Journal of Investing ◽

10.3905/joi.2019.1.108 ◽

2019 ◽

Vol 29 (1) ◽

pp. 6-17

Author(s):

Edward N. W. Aw ◽

Joshua Jiang ◽

John Q. Jiang

Keyword(s):

Neural Networks ◽

Artificial Neural Networks ◽

Stock Returns ◽

Cross Section ◽

Factor Investing ◽

Expected Stock Returns ◽

Artificial Neural ◽

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Underfunding or distress? An analysis of corporate pension underfunding and the cross-section of expected stock returns

International Review of Economics & Finance ◽

10.1016/j.iref.2016.11.009 ◽

2017 ◽

Vol 48 ◽

pp. 116-133 ◽

Author(s):

Qizhi Tao ◽

Carl Chen ◽

Rui Lu ◽

Ting Zhang

Keyword(s):

Stock Returns ◽

Cross Section ◽

Expected Stock Returns ◽

Corporate Pension ◽

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Real Options and the Cross Section of Expected Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2140314 ◽

2012 ◽

Author(s):

Graeme Guthrie

Keyword(s):

Real Options ◽

Stock Returns ◽

Cross Section ◽

Expected Stock Returns ◽

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REAL OPTIONS AND THE CROSS-SECTION OF EXPECTED STOCK RETURNS

Journal of Economic Surveys ◽

10.1111/joes.12011 ◽

2013 ◽

Vol 28 (2) ◽

pp. 265-283

Author(s):

Graeme Guthrie

Keyword(s):

Real Options ◽

Stock Returns ◽

Cross Section ◽

Expected Stock Returns ◽

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