Tail risk, beta anomaly, and demand for lottery: what explains cross-sectional variations in equity returns?
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s00181-022-02355-w.pdf
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4. Anadu K, Kruttli M, McCabe P, Osambela E (2020) The shift from active to passive investing: risks to financial stability? Finance Ana J 76(4):23–39
5. Ang A, Chen J, Xing Y (2006a) Downside risk. Rev Financ Stud 19(4):1191–1239
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