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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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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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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Intermediary Leverage and the Cross-Section of Expected Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1618587 ◽

2010 ◽

Author(s):

Tyler Muir

Keyword(s):

Cross Section ◽

Expected Returns ◽

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

SSRN Electronic Journal ◽

10.2139/ssrn.2020136 ◽

2012 ◽

Author(s):

Turan G. Bali ◽

Nusret Cakici ◽

Frank J. Fabozzi

Keyword(s):

Cross Section ◽

Stock Markets ◽

Expected Returns ◽

International Stock Markets ◽

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Low-Frequency Variation in Macroeconomic Uncertainty and the Cross-Section of Expected Returns: Additional Evidence

SSRN Electronic Journal ◽

10.2139/ssrn.2645770 ◽

2015 ◽

Author(s):

Georgios Xyngis

Keyword(s):

Cross Section ◽

Low Frequency ◽

Expected Returns ◽

Frequency Variation ◽

Macroeconomic Uncertainty ◽

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Investor Sentiment, State Beta and the Cross-Section of Expected Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3200007 ◽

2018 ◽

Author(s):

Xiao Han

Keyword(s):

Cross Section ◽

Investor Sentiment ◽

Expected Returns ◽

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The Cross-Section of Volatility and Expected Returns: Then and Now

SSRN Electronic Journal ◽

10.2139/ssrn.3455609 ◽

2019 ◽

Author(s):

Andrew L. Detzel ◽

Jefferson Duarte ◽

Avraham Kamara ◽

Stephan Siegel ◽

Celine Sun

Keyword(s):

Cross Section ◽

Expected Returns ◽

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Value at Risk and the Cross-Section of Expected Returns: Evidence from China

SSRN Electronic Journal ◽

10.2139/ssrn.3579848 ◽

2020 ◽

Author(s):

Pingshu Gui ◽

Yifeng Zhu

Keyword(s):

At Risk ◽

Cross Section ◽

Value At Risk ◽

Expected Returns ◽

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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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