scholarly journals Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns

2004 ◽  
Author(s):  
Michael Brandt ◽  
Pedro Santa-Clara ◽  
Rossen Valkanov
Keyword(s):  
Cross Section ◽  
Equity Returns ◽  
The Cross

Growth to Value: Option Exercise and the Cross-Section of Equity Returns

2009 ◽  
Author(s):  
Hengjie Ai ◽  
Dana Kiku
Keyword(s):  
Cross Section ◽  
Equity Returns ◽  
The Cross

Future Labor Income Growth and the Cross Section of Equity Returns

2009 ◽  
Author(s):  
ByoungKyu Min ◽  
Tong Suk Kim ◽  
Dongcheol Kim
Keyword(s):  
Cross Section ◽  
Equity Returns ◽  
Income Growth ◽  
Labor Income ◽  
The Cross

Can Investment Shocks Explain the Cross Section of Equity Returns?

2017 ◽  
Vol 63 (11) ◽  
pp. 3829-3848 ◽  
Author(s):  
Lorenzo Garlappi ◽  
Zhongzhi Song
Keyword(s):  
Cross Section ◽  
Equity Returns ◽  
The Cross

scholarly journals The cross-section of labor leverage and equity returns

2019 ◽  
Vol 132 (2) ◽  
pp. 497-518 ◽  
Author(s):  
Andres Donangelo ◽  
François Gourio ◽  
Matthias Kehrig ◽  
Miguel Palacios
Keyword(s):  
Cross Section ◽  
Equity Returns ◽  
The Cross

scholarly journals Asset Tangibility, Industry Representation and the Cross Section of Equity Returns

2010 ◽  
Author(s):  
Paul Docherty ◽  
H. Chan ◽  
Stephen Andrew Easton
Keyword(s):  
Cross Section ◽  
Equity Returns ◽  
The Cross

Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns

2002 ◽  
Vol 57 (1) ◽  
pp. 369-403 ◽  
Author(s):  
Robert F. Dittmar
Keyword(s):  
Cross Section ◽  
Equity Returns ◽  
Nonlinear Pricing ◽  
The Cross ◽  
Pricing Kernels

Leverage and the Cross-Section of Equity Returns

2016 ◽  
Author(s):  
Hitesh Doshi ◽  
Kris Jacobs ◽  
Praveen Kumar ◽  
Ramon Rabinovitch
Keyword(s):  
Cross Section ◽  
Equity Returns ◽  
The Cross
Sign in / Sign up

Export Citation Format

Share Document