Anomalies and the Cross-Section of Expected Stock Returns: Disentangling Characteristic, Covariance, and Mis-pricing via Machine Learning

2020 ◽  
Author(s):  
Xiao Han
Keyword(s):  
Machine Learning ◽  
Stock Returns ◽  
Cross Section ◽  
Expected Stock Returns ◽  
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

Safety First, Robust Dynamic Asset Pricing, and the Cross-Section of Expected Stock Returns

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 ◽  
Safety First

Market Sentiment and the Cross-section of Expected Stock Returns

2020 ◽  
Author(s):  
Gady Jacoby ◽  
Chi Liao ◽  
Sheldon Lin ◽  
Lei Lu
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
Market Sentiment ◽  
Expected Stock Returns ◽  
The Cross

MVA and the Cross-Section of Expected Stock Returns

2001 ◽  
Vol 27 (3) ◽  
pp. 75-87 ◽  
Author(s):  
Ken C. Yook ◽  
George M. McCabe
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
Expected Stock Returns ◽  
The Cross

Underfunding or distress? An analysis of corporate pension underfunding and the cross-section of expected stock returns

2017 ◽  
Vol 48 ◽  
pp. 116-133 ◽  
Author(s):  
Qizhi Tao ◽  
Carl Chen ◽  
Rui Lu ◽  
Ting Zhang
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
Expected Stock Returns ◽  
Corporate Pension ◽  
The Cross

REAL OPTIONS AND THE CROSS-SECTION OF EXPECTED STOCK RETURNS

2013 ◽  
Vol 28 (2) ◽  
pp. 265-283
Author(s):  
Graeme Guthrie
Keyword(s):  
Real Options ◽  
Stock Returns ◽  
Cross Section ◽  
Expected Stock Returns ◽  
The Cross
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