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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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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Practical Applications of Book-to-Market and the Cross-Section of Expected Returns in International Stock MarketsBook-to-Market and the Cross-Section of Expected Returns in International Stock Markets Turan G. Bali, Nusret Cakici and Frank J. Fabozzi

Practical Applications ◽

10.3905/pa.2013.1.3.029 ◽

2013 ◽

Vol 1 (3) ◽

pp. 1-5

Author(s):

Goyal Gauri

Keyword(s):

Cross Section ◽

Stock Markets ◽

Expected Returns ◽

Practical Applications ◽

International Stock Markets ◽

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

Practical Applications ◽

10.3905/pa.2014.1.3.029 ◽

2014 ◽

Vol 1 (3) ◽

pp. 1.9-5

Author(s):

Gauri Goyal

Keyword(s):

Cross Section ◽

Stock Markets ◽

Expected Returns ◽

Practical Applications ◽

International Stock Markets ◽

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Return range and the cross-section of expected index returns in international stock markets

Quantitative Finance and Economics ◽

10.3934/qfe.2021019 ◽

2021 ◽

Vol 5 (3) ◽

pp. 421-451

Author(s):

Mehmet Umutlu ◽

◽

Pelin Bengitöz

Keyword(s):

Cross Section ◽

Stock Markets ◽

International Stock Markets ◽

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

The Journal of Portfolio Management ◽

10.3905/jpm.2013.39.2.101 ◽

2013 ◽

Vol 39 (2) ◽

pp. 101-115 ◽

Author(s):

Turan G. Bali ◽

Nusret Cakici ◽

Frank J. Fabozzi

Keyword(s):

Cross Section ◽

Stock Markets ◽

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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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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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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