Idiosyncratic Risk, Costly Arbitrage, and the Cross-Section of Stock Returns

2010 ◽  
Author(s):  
Jie Cao ◽  
Bing Han
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
Idiosyncratic Risk ◽  
The Cross

Idiosyncratic Risk and the Cross-Section of Expected Stock Returns

CFA Digest ◽  
2009 ◽  
Vol 39 (3) ◽  
pp. 75-77
Author(s):  
Chirag B. Patel
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
Idiosyncratic Risk ◽  
Expected Stock Returns ◽  
The Cross

scholarly journals Idiosyncratic risk and the cross-section of expected stock returns

2009 ◽  
Vol 91 (1) ◽  
pp. 24-37 ◽  
Author(s):  
Fangjian Fu
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
Idiosyncratic Risk ◽  
Expected Stock Returns ◽  
The Cross

Idiosyncratic Risk and the Cross-Section of Stock Returns: Merton (1987) Meets Miller (1977)

2005 ◽  
Author(s):  
Rodney D Boehme ◽  
Praveen Kumar ◽  
Bartley R. Danielsen ◽  
Sorin M. Sorescu
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
Idiosyncratic Risk ◽  
The Cross

Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns

2016 ◽  
Vol 73 ◽  
pp. 1-15 ◽  
Author(s):  
Jie Cao ◽  
Bing Han
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
Idiosyncratic Risk ◽  
The Cross
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