1. Expected stock returns and the correlation risk premium;Adrian;CEPR Discussion Paper,2018
2. The cross-section of volatility and expected returns;Ang;J. Finance,2006
3. Does idiosyncratic risk really matter?;Bali;J. Finance,2005
4. Firm-specific risk and equity market development;Brown;J. Financ. Econ.,2007
5. Stock returns and the term structure;Campbell;J. Financ. Econ.,1987