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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Safety First, Loss Probability, and the Cross Section of Expected Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3478505 ◽

2019 ◽

Author(s):

Ji CAO ◽

Marc Oliver Rieger ◽

Lei Zhao

Keyword(s):

Stock Returns ◽

Cross Section ◽

Loss Probability ◽

Expected Stock Returns ◽

The Cross ◽

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Asset Pricing of Financial Institutions: The Cross-Section of Expected Stock Returns in the Property/Liability Insurance Industry

SSRN Electronic Journal ◽

10.2139/ssrn.2637870 ◽

2015 ◽

Author(s):

Semir Ben Ammar ◽

Martin Eling ◽

Andreas Milidonis

Keyword(s):

Asset Pricing ◽

Stock Returns ◽

Cross Section ◽

Financial Institutions ◽

Insurance Industry ◽

Liability Insurance ◽

Expected Stock Returns ◽

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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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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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Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns

Review of Financial Economics ◽

10.1016/j.rfe.2009.04.004 ◽

2009 ◽

Vol 18 (3) ◽

pp. 113-123 ◽

Author(s):

Joachim Grammig ◽

Andreas Schrimpf

Keyword(s):

Asset Pricing ◽

Stock Returns ◽

Cross Section ◽

Reference Level ◽

The Cross ◽

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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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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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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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Can consumption-based asset pricing models using monetary conditioning variables explain the cross-section of German stock returns?

Applied Economics ◽

10.1080/00036846.2012.725935 ◽

2013 ◽

Vol 45 (25) ◽

pp. 3564-3573 ◽

Author(s):

Benjamin R. Auer

Keyword(s):

Asset Pricing ◽

Stock Returns ◽

Cross Section ◽

Pricing Models ◽

Asset Pricing Models ◽

German Stock ◽

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