scholarly journals Idiosyncratic Consumption Risk and the Cross Section of Asset Returns

2004 ◽  
Vol 59 (5) ◽  
pp. 2211-2252 ◽  
Author(s):  
KRIS JACOBS ◽  
KEVIN Q. WANG
Keyword(s):  
Cross Section ◽  
Asset Returns ◽  
The Cross ◽  
Consumption Risk

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

Downside risks and the cross-section of asset returns

2018 ◽  
Vol 129 (1) ◽  
pp. 69-86 ◽  
Author(s):  
Adam Farago ◽  
Roméo Tédongap
Keyword(s):  
Cross Section ◽  
Asset Returns ◽  
The Cross
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