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

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  • ESTHER EILING

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  • Esther Eiling, 2013. "Industry-Specific Human Capital, Idiosyncratic Risk, and the Cross-Section of Expected Stock Returns," Journal of Finance, American Finance Association, vol. 68(1), pages 43-84, February.
  • Handle: RePEc:bla:jfinan:v:68:y:2013:i:1:p:43-84 DOI: j.1540-6261.2012.01794.x
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    Cited by:

    1. Vidal-García, Javier & Vidal, Marta, 2014. "Seasonality and idiosyncratic risk in mutual fund performance," European Journal of Operational Research, Elsevier, vol. 233(3), pages 613-624.
    2. Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2014. "Optimal Life-Cycle Portfolios for Heterogeneous Workers," Review of Finance, European Finance Association, pages 2283-2323.
    3. Yin-Ching Jan, 2014. "A Note on a New Weighted Idiosyncratic Risk Measure," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 5(3), pages 194-198, July.
    4. Hvide, Hans K. & Östberg, Per, 2015. "Social interaction at work," Journal of Financial Economics, Elsevier, vol. 117(3), pages 628-652.
    5. repec:eee:finlet:v:21:y:2017:i:c:p:53-56 is not listed on IDEAS
    6. Fink, Jason D. & Fink, Kristin E., 2013. "Hurricane forecast revisions and petroleum refiner equity returns," Energy Economics, Elsevier, vol. 38(C), pages 1-11.
    7. Berggrun, Luis & Lizarzaburu, Edmundo & Cardona, Emilio, 2016. "Idiosyncratic volatility and stock returns: Evidence from the MILA," Research in International Business and Finance, Elsevier, vol. 37(C), pages 422-434.
    8. Jank, Stephan, 2015. "Specialized human capital, unemployment risk, and the value premium," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113214, Verein für Socialpolitik / German Economic Association.
    9. Hvide, Hans K & Östberg, Per, 2014. "Stock investments at work," CEPR Discussion Papers 9837, C.E.P.R. Discussion Papers.
    10. Andrei Semenov, 2017. "Background risk in consumption and the equity risk premium," Review of Quantitative Finance and Accounting, Springer, vol. 48(2), pages 407-439, February.
    11. Tsai, Hui-Ju & Wu, Yangru, 2014. "Optimal portfolio choice for investors with industry-specific labor income risks," Finance Research Letters, Elsevier, vol. 11(4), pages 429-436.

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