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The Cross-Section of Expected Stock Returns

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As found by EconAcademics.org, the blog aggregator for Economics research:
  1. New Minimum Variance Portfolio
    by Eric Falkenstein in Falkenblog on 2008-04-23 06:01:00

Citations

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Cited by:

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  6. Maul, D. & Schiereck, D., 2017. "The bond event study methodology since 1974," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 80723, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  7. Harrison Hong & Terence Lim & Jeremy C. Stein, 2000. "Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies," Journal of Finance, American Finance Association, vol. 55(1), pages 265-295, February.
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  38. Paul P.J. Gao & Kevin X.D. Huang, 2008. "Aggregate Consumption-Wealth Ratio and the Cross-Section of Stock Returns: Some International Evidence," Annals of Economics and Finance, Society for AEF, vol. 9(1), pages 1-37, May.
  39. Tseng‐Chung Tang & Li‐Chiu Chi, 2009. "Does Reorganization Adjudication Convey Firm‐Specific Or Industry‐Wide Information? Evidence From Taiwan," Manchester School, University of Manchester, vol. 77(1), pages 82-95, January.
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  41. Hansen, Lars Peter, 2013. "Uncertainty Outside and Inside Economic Models," Nobel Prize in Economics documents 2013-7, Nobel Prize Committee.
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  43. Manuel Ammann & Rachel Berchtold & Ralf Seiz, 2011. "Demographic Change and Pharmaceuticals' Stock Returns," European Financial Management, European Financial Management Association, vol. 17(4), pages 726-754, September.
  44. Mónica Melle, 2005. "¿Cómo valora el mercado de valores español la adopción de planes de opciones sobre acciones para directivos y consejeros?," Investigaciones Economicas, Fundación SEPI, vol. 29(1), pages 73-115, January.
  45. Demirer, Rıza & Jategaonkar, Shrikant P. & Khalifa, Ahmed A.A., 2015. "Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries," Energy Economics, Elsevier, vol. 49(C), pages 132-140.
  46. Eyden Samunderu & Yvonne T. Murahwa, 2021. "Return Based Risk Measures for Non-Normally Distributed Returns: An Alternative Modelling Approach," JRFM, MDPI, vol. 14(11), pages 1-48, November.
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  48. David Hirshleifer & Danling Jiang, 2010. "A Financing-Based Misvaluation Factor and the Cross-Section of Expected Returns," The Review of Financial Studies, Society for Financial Studies, vol. 23(9), pages 3401-3436.
  49. Wang, Jinan & Chen, Langnan, 2012. "Liquidity-adjusted conditional capital asset pricing model," Economic Modelling, Elsevier, vol. 29(2), pages 361-368.
  50. Ahmad, Wasim & Kutan, Ali M. & Gupta, Smarth, 2021. "Black swan events and COVID-19 outbreak: Sector level evidence from the US, UK, and European stock markets," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 546-557.
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  57. Dafydd Mali & Hyoung-Joo Lim, 2022. "Does relative (absolute) efficiency affect capital costs?," Annals of Operations Research, Springer, vol. 315(2), pages 1037-1060, August.
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