Idiosyncratic Risk and the Cross-Section of Stock Returns: Merton (1987) Meets Miller (1977)

SSRN Electronic Journal ◽

10.2139/ssrn.685703 ◽

2005 ◽

Author(s):

Rodney D Boehme ◽

Praveen Kumar ◽

Bartley R. Danielsen ◽

Sorin M. Sorescu

Keyword(s):

Stock Returns ◽

Cross Section ◽

Idiosyncratic Risk ◽

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

SSRN Electronic Journal ◽

10.2139/ssrn.1595946 ◽

2009 ◽

Author(s):

Jie Cao

Keyword(s):

Stock Returns ◽

Cross Section ◽

Idiosyncratic Risk ◽

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Idiosyncratic Risk and the Cross-Section of European Real Estate Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2007181 ◽

2012 ◽

Author(s):

Kai-Magnus Schulte

Keyword(s):

Real Estate ◽

Stock Returns ◽

Cross Section ◽

Idiosyncratic Risk ◽

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Industry-Specific Human Capital, Idiosyncratic Risk, and the Cross-Section of Expected Stock Returns

The Journal of Finance ◽

10.1111/j.1540-6261.2012.01794.x ◽

2013 ◽

Vol 68 (1) ◽

pp. 43-84 ◽

Author(s):

ESTHER EILING

Keyword(s):

Human Capital ◽

Stock Returns ◽

Cross Section ◽

Idiosyncratic Risk ◽

Expected Stock Returns ◽

The Cross ◽

Specific Human Capital

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

SSRN Electronic Journal ◽

10.2139/ssrn.1356973 ◽

2008 ◽

Author(s):

Jie Cao

Keyword(s):

Stock Returns ◽

Cross Section ◽

Idiosyncratic Risk ◽

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

SSRN Electronic Journal ◽

10.2139/ssrn.1572285 ◽

2010 ◽

Author(s):

Jie Cao ◽

Bing Han

Keyword(s):

Stock Returns ◽

Cross Section ◽

Idiosyncratic Risk ◽

Limits To Arbitrage ◽

The Cross ◽

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Idiosyncratic risk and the cross-section of expected stock returns

Journal of Financial Economics ◽

10.1016/j.jfineco.2008.02.003 ◽

2009 ◽

Vol 91 (1) ◽

pp. 24-37 ◽

Author(s):

Fangjian Fu

Keyword(s):

Stock Returns ◽

Cross Section ◽

Idiosyncratic Risk ◽

Expected Stock Returns ◽

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Mispricing, Idiosyncratic Risk, and the Cross-Section of Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2319562 ◽

2013 ◽

Author(s):

Nan Qin

Keyword(s):

Stock Returns ◽

Cross Section ◽

Idiosyncratic Risk ◽

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

SSRN Electronic Journal ◽

10.2139/ssrn.1291626 ◽

2010 ◽

Author(s):

Jie Cao ◽

Bing Han

Keyword(s):

Stock Returns ◽

Cross Section ◽

Idiosyncratic Risk ◽

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Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2016.08.004 ◽

2016 ◽

Vol 73 ◽

pp. 1-15 ◽

Author(s):

Jie Cao ◽

Bing Han

Keyword(s):

Stock Returns ◽

Cross Section ◽

Idiosyncratic Risk ◽

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