Macroeconomics Matter: Leading Economic Indicators and the Cross-Section of Global Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3940694 ◽

2021 ◽

Author(s):

Huaigang Long ◽

Adam Zaremba

Keyword(s):

Stock Returns ◽

Cross Section ◽

Economic Indicators ◽

Leading Economic Indicators ◽

The Cross ◽

Download Full-text

Misery on Main Street, Victory on Wall Street: Economic Discomfort and the Cross-Section of Global Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3730645 ◽

2020 ◽

Author(s):

Nusret Cakici ◽

Adam Zaremba

Keyword(s):

Stock Returns ◽

Cross Section ◽

Wall Street ◽

Main Street ◽

The Cross ◽

Download Full-text

Book-to-Market Decomposition, Net Share Issuance, and the Cross Section of Global Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2977934 ◽

2017 ◽

Author(s):

Douglas W. Blackburn ◽

Nusret Cakici

Keyword(s):

Stock Returns ◽

Cross Section ◽

The Cross ◽

Download Full-text

The Magic Formula: Value, Profitability, and the Cross Section of Global Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2956448 ◽

2017 ◽

Author(s):

Douglas W. Blackburn ◽

Nusret Cakici

Keyword(s):

Stock Returns ◽

Cross Section ◽

Magic Formula ◽

The Cross ◽

Download Full-text

Seasonality in the Cross-Section of Stock Returns

10.2469/dig.v38.n3.24 ◽

2008 ◽

Vol 38 (3) ◽

pp. 55-56

Author(s):

Kathryn Dixon Jost

Keyword(s):

Stock Returns ◽

Cross Section ◽

Download Full-text

As Told by the Supplier: Trade Credit and the Cross Section of Stock Returns

10.2469/dig.v46.n3.12 ◽

2016 ◽

Vol 46 (3) ◽

Author(s):

Imrith Ramtohul

Keyword(s):

Stock Returns ◽

Cross Section ◽

Trade Credit ◽

Download Full-text

Dispersion in Beliefs among Active Mutual Funds and the Cross-Section of Stock Returns

10.2469/dig.v45.n3.14 ◽

2015 ◽

Vol 45 (3) ◽

Author(s):

Claire Emory

Keyword(s):

Stock Returns ◽

Mutual Funds ◽

Cross Section ◽

Download Full-text

Seasonality in the Cross Section of Stock Returns: The International Evidence

10.2469/dig.v41.n2.9 ◽

2011 ◽

Vol 41 (2) ◽

pp. 46-48

Author(s):

Vipul K. Bansal

Keyword(s):

Stock Returns ◽

Cross Section ◽

International Evidence ◽

Download Full-text

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 ◽

Download Full-text

Is Economic Uncertainty Priced in the Cross-Section of Stock Returns?

10.2469/dig.v48.n4.6 ◽

2018 ◽

Vol 48 (4) ◽

Author(s):

Clifford S. Ang

Keyword(s):

Stock Returns ◽

Cross Section ◽

Economic Uncertainty ◽

Download Full-text

Accruals, Cash Flows, and Operating Profitability in the Cross Section of Stock Returns

10.2469/dig.v47.n2.7 ◽

2017 ◽

Vol 47 (2) ◽

Author(s):

Clifford S. Ang

Keyword(s):

Stock Returns ◽

Cross Section ◽

Download Full-text