Buy Global, Sell Local. Consumption Heterogeneity, Regional Risk-Sharing, and the Cross-Section of Equity Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2853104 ◽

2016 ◽

Author(s):

Riccardo Colacito ◽

Stanislav Khrapov

Keyword(s):

Cross Section ◽

Risk Sharing ◽

Equity Returns ◽

Regional Risk ◽

Download Full-text

Growth to Value: Option Exercise and the Cross-Section of Equity Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1342884 ◽

2009 ◽

Author(s):

Hengjie Ai ◽

Dana Kiku

Keyword(s):

Cross Section ◽

Equity Returns ◽

Download Full-text

Future Labor Income Growth and the Cross Section of Equity Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1369104 ◽

2009 ◽

Author(s):

ByoungKyu Min ◽

Tong Suk Kim ◽

Dongcheol Kim

Keyword(s):

Cross Section ◽

Equity Returns ◽

Income Growth ◽

Labor Income ◽

Download Full-text

Financial Constraints, Monetary Policy Shocks, and the Cross-Section of Equity Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2687157 ◽

2015 ◽

Author(s):

Sudheer Chava ◽

Alex C. Hsu

Keyword(s):

Monetary Policy ◽

Cross Section ◽

Financial Constraints ◽

Equity Returns ◽

Monetary Policy Shocks ◽

Policy Shocks ◽

Download Full-text

Can Investment Shocks Explain the Cross Section of Equity Returns?

Management Science ◽

10.1287/mnsc.2016.2542 ◽

2017 ◽

Vol 63 (11) ◽

pp. 3829-3848 ◽

Author(s):

Lorenzo Garlappi ◽

Zhongzhi Song

Keyword(s):

Cross Section ◽

Equity Returns ◽

Download Full-text

The cross-section of labor leverage and equity returns

Journal of Financial Economics ◽

10.1016/j.jfineco.2018.10.016 ◽

2019 ◽

Vol 132 (2) ◽

pp. 497-518 ◽

Author(s):

Andres Donangelo ◽

François Gourio ◽

Matthias Kehrig ◽

Miguel Palacios

Keyword(s):

Cross Section ◽

Equity Returns ◽

Download Full-text

Asset Tangibility, Industry Representation and the Cross Section of Equity Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1658230 ◽

2010 ◽

Author(s):

Paul Docherty ◽

H. Chan ◽

Stephen Andrew Easton

Keyword(s):

Cross Section ◽

Equity Returns ◽

Download Full-text

Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns

The Journal of Finance ◽

10.1111/1540-6261.00425 ◽

2002 ◽

Vol 57 (1) ◽

pp. 369-403 ◽

Author(s):

Robert F. Dittmar

Keyword(s):

Cross Section ◽

Equity Returns ◽

Nonlinear Pricing ◽

The Cross ◽

Pricing Kernels

Download Full-text

Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns

10.3386/w10996 ◽

2004 ◽

Author(s):

Michael Brandt ◽

Pedro Santa-Clara ◽

Rossen Valkanov

Keyword(s):

Cross Section ◽

Equity Returns ◽

Download Full-text

The cross-section of industry equity returns and global tactical asset allocation across regions and industries

International Review of Financial Analysis ◽

10.1016/j.irfa.2020.101574 ◽

2020 ◽

Vol 72 ◽

pp. 101574 ◽

Author(s):

Mehmet Umutlu ◽

Pelin Bengitöz

Keyword(s):

Cross Section ◽

Asset Allocation ◽

Equity Returns ◽

Tactical Asset Allocation ◽

Download Full-text

A Dividend-Based Model to Explain the Cross Section of Equity Returns for Both Financial and Non-Financial Stocks

SSRN Electronic Journal ◽

10.2139/ssrn.3051173 ◽

2017 ◽

Author(s):

James Foye ◽

Aljosa Valentincic

Keyword(s):

Cross Section ◽

Equity Returns ◽

Download Full-text