Habit Formation, Time-Varying Risk Aversion and the Cross-Section of Expected Returns

SSRN Electronic Journal ◽

10.2139/ssrn.889085 ◽

2006 ◽

Author(s):

Huafeng (Jason) Chen ◽

Michal Pakos

Keyword(s):

Risk Aversion ◽

Cross Section ◽

Habit Formation ◽

Formation Time ◽

Expected Returns ◽

Time Varying ◽

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Time-Varying Risk Aversion in the Cross-Section of Mutual Fund Flows

SSRN Electronic Journal ◽

10.2139/ssrn.2128653 ◽

2012 ◽

Author(s):

Philip Straehl

Keyword(s):

Risk Aversion ◽

Cross Section ◽

Mutual Fund ◽

Time Varying ◽

The Cross ◽

Mutual Fund Flows

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Good-Specific Habit Formation and the Cross-Section of Expected Returns

The Journal of Finance ◽

10.1111/jofi.12397 ◽

2016 ◽

Vol 71 (4) ◽

pp. 1699-1732 ◽

Author(s):

JULES H. VAN BINSBERGEN

Keyword(s):

Cross Section ◽

Habit Formation ◽

Expected Returns ◽

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CAPM and Time-Varying Beta: The Cross-Section of Expected Returns

SSRN Electronic Journal ◽

10.2139/ssrn.972255 ◽

2007 ◽

Author(s):

Devraj Basu ◽

Alexander Stremme

Keyword(s):

Cross Section ◽

Expected Returns ◽

Time Varying ◽

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Good-Specifc Habit Formation and the Cross Section of Expected Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1101456 ◽

2007 ◽

Author(s):

Jules H. van Binsbergen

Keyword(s):

Cross Section ◽

Habit Formation ◽

Expected Returns ◽

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Book-to-Market and the Cross-Section of Expected Returns in International Stock Markets

10.2469/dig.v43.n3.37 ◽

2013 ◽

Vol 43 (3) ◽

Author(s):

Thomas M. Arnold

Keyword(s):

Cross Section ◽

Stock Markets ◽

Expected Returns ◽

International Stock Markets ◽

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The Conditional Beta and the Cross-Section of Expected Returns

10.2469/dig.v39.n4.16 ◽

2009 ◽

Vol 39 (4) ◽

pp. 76-78

Author(s):

Charles F. Peake

Keyword(s):

Cross Section ◽

Expected Returns ◽

The Cross ◽

Conditional Beta

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Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns

10.2469/dig.v41.n2.25 ◽

2011 ◽

Vol 41 (2) ◽

pp. 12-13

Author(s):

Brian A. Maris

Keyword(s):

Cross Section ◽

Expected Returns ◽

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Volatility Risk Premium, Risk Aversion and the Cross-Section of Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1102279 ◽

2008 ◽

Author(s):

Peter M. Nyberg ◽

Anders Wilhelmsson

Keyword(s):

Risk Aversion ◽

Stock Returns ◽

Cross Section ◽

Risk Premium ◽

Volatility Risk ◽

Volatility Risk Premium ◽

The Cross ◽

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Long-Horizon Consumption Risk and the Cross-Section of Expected Returns: A Cross-Country Perspective

SSRN Electronic Journal ◽

10.2139/ssrn.1251624 ◽

2008 ◽

Author(s):

Joachim Grammig ◽

Andreas Schrimpf ◽

Michael Schuppli

Keyword(s):

Cross Section ◽

Expected Returns ◽

Cross Country ◽

The Cross ◽

Consumption Risk

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Expected Returns and the Business Cycle: Heterogeneous Goods and Time-Varying Risk Aversion

SSRN Electronic Journal ◽

10.2139/ssrn.1292822 ◽

2008 ◽

Author(s):

Lars A. Lochstoer

Keyword(s):

Business Cycle ◽

Risk Aversion ◽

Expected Returns ◽

Time Varying ◽

Heterogeneous Goods ◽

The Business Cycle

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