Asset Prices with Investor Protection in the Cross-Sectional Economy
Author:
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s10614-024-10707-0.pdf
Reference35 articles.
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3. Ang, A., Hodrick, R. J., Xing, Y., & Zhang, X. (2009). High idiosyncratic volatility and low returns: International and further U.S. evidence. Journal of Financial Economics, 91, 1–23.
4. Basak, S., Chabakauri, G., & Yavuz, M. D. (2019). Investor protection and asset prices. The Review of Financial Studies, 32, 4905–4946.
5. Bäuerle, N., & Li, Z. (2013). Optimal portfolios for financial markets with Wishart volatility. Journal of Applied Probability, 50, 1025–1043.
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