Maxing out: Stocks as lotteries and the cross-section of expected returns

Author:

Bali Turan G.,Cakici Nusret,Whitelaw Robert F.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference56 articles.

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2. The cross-section of volatility and expected returns;Ang;Journal of Finance,2006

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4. Risk and the required return on equity;Arditti;Journal of Finance,1967

5. Another look at mutual fund performance;Arditti;Journal of Financial and Quantitative Analysis,1971

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