… and the Cross-Section of Expected Returns
Explore this paper's citation graph
- Type
- article
- Published
- 2015-10-09
- Cited by
- 2,042
- References
- 421
- Access
- Open access
- OpenAlex
- https://openalex.org/W4211170237
Keywords
Section (typography), Cross section (physics), Economics, Physics, Business
References
- Changes in Order Backlog and Future Returns
- Multiple Testing in Economics
- Labor Income, Relative Wealth Concerns, and the Cross Section of Stock Returns
- Measuring abnormal performance: Do stocks overreact?
- Do Realized Skewness and Kurtosis Predict the Cross-Section of Equity Returns?
- Alternative factor specifications, security characteristics, and the cross-section of expected stock returns
- Debt Covenants and Cross-Sectional Equity Returns
- Intertemporal asset pricing: An Empirical Investigation
- Earnings Announcements are Full of Surprises
- Can hedge funds time market liquidity
- Handbook of the Economics of Finance
- Disclosure level and the cost of equity capital.
- The effect of personal taxes and dividends on capital asset prices
- THE CONTROL OF THE FALSE DISCOVERY RATE IN MULTIPLE TESTING UNDER DEPENDENCY
- Advertising, Attention, and Stock Returns
- Some Results on False Discovery Rate in Stepwise multiple testing procedures
- Tradable Aggregate Risk Factors and the Cross-Section of Stock Returns
- Long-Term Earnings Growth Forecasts, Limited Attention, and Return Predictability
- Ockham's Razor and Bayesian Analysis
- Deferred Revenues and the Matching of Revenues and Expenses
Cited by
- Prospect Theory and Stock Returns: An Empirical Test
- Is the Cross-Section of Expected Bond Returns Influenced by Equity Return Predictors?
- A Taxonomy of Anomalies and Their Trading Costs
- Regional Economic Activity and Stock Returns
- Shock-Based Causal Inference in Corporate Finance and Accounting Research
- Firm characteristics and empirical factor models: a data-mining experiment
- Tradable Aggregate Risk Factors and the Cross-Section of Stock Returns
- Informed Trading, Information Asymmetry, and Pricing of Information Risk: Empirical Evidence from the NYSE
- Factor-Based v. Industry-Based Asset Allocation: The Contest
- How to Choose the Level of Significance: A Pedagogical Note
- Custom v. Standardized Risk Models
- Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks
- Ninety Years of Media Coverage and the Cross-Section of Stock Returns
- FOMC Announcements and Predictable Returns
- Comparing Asset Pricing Models
- Tests of Alternative Asset Pricing Models Using Individual Security Returns and a New Multivariate F-Test
- Option Return Predictability
- The Demand for Diversification in Incomplete Markets
- Cash hoarding and the resurrection of the value factor
- When Auditors Say 'No', Does the Market Listen?