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

2009 ◽  
Author(s):  
Jie Cao
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
Idiosyncratic Risk ◽  
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
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