On cross-sectional determinants of expected returns

被引:0
作者
Lehmann, BN
机构
来源
Legacy of Fischer Black | 2005年
关键词
D O I
暂无
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:187 / 196
页数:10
相关论文
共 50 条
  • [21] Cross-sectional factor dynamics and momentum returns
    Avramov, Doron
    Hore, Satadru
    JOURNAL OF FINANCIAL MARKETS, 2017, 32 : 69 - 96
  • [22] The predictability of stock returns: A cross-sectional simulation
    Fluck, Z
    Malkiel, BG
    Quandt, RE
    REVIEW OF ECONOMICS AND STATISTICS, 1997, 79 (02) : 176 - 183
  • [23] Market Closures and Cross-sectional Stock Returns
    Miwa, Kotaro
    ASIA-PACIFIC FINANCIAL MARKETS, 2020, 27 (01) : 1 - 33
  • [24] Debt Covenants and Cross-Sectional Equity Returns
    Helwege, Jean
    Huang, Jing-Zhi
    Wang, Yuan
    MANAGEMENT SCIENCE, 2017, 63 (06) : 1835 - 1854
  • [25] Market Closures and Cross-sectional Stock Returns
    Kotaro Miwa
    Asia-Pacific Financial Markets, 2020, 27 : 1 - 33
  • [26] DETERMINANTS OF GLOMERULAR CROSS-SECTIONAL AREA
    NEWBOLD, KM
    HOWIE, AJ
    JOURNAL OF PATHOLOGY, 1990, 162 (04) : 329 - 332
  • [27] Commonality in the determinants of expected stock returns
    Haugen, RA
    Baker, NL
    JOURNAL OF FINANCIAL ECONOMICS, 1996, 41 (03) : 401 - 439
  • [28] Trend information and cross-sectional returns: The role of analysts
    Ma, Yao
    Yang, Baochen
    Li, Jinyong
    Shen, Yue
    PACIFIC-BASIN FINANCE JOURNAL, 2023, 80
  • [29] Quality acceleration and cross-sectional returns: Empirical evidence
    Ma, Yao
    Yang, Baochen
    Ye, Tao
    RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2024, 69
  • [30] Web search volume acceleration and cross-sectional returns
    Yang, Baochen
    Duan, Xianli
    Ma, Yao
    RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2023, 66