The Cross-Section of Expected Stock Returns: What Have We Learnt from the Past Twenty-Five Years of Research?-Reference-Cited by-同舟云学术

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The Cross-Section of Expected Stock Returns: What Have We Learnt from the Past Twenty-Five Years of Research?

Published:2010-01 Issue:1 Volume:16 Page:27-42
ISSN:1354-7798
Container-title:European Financial Management
language:en
Short-container-title:

Author:

Subrahmanyam Avanidhar

Publisher

Wiley

Subject

General Economics, Econometrics and Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-036X.2009.00520.x/fullpdf

Reference140 articles.

1. Asset pricing with liquidity risk;Acharya;Journal of Financial Economics,2005

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

3. Illiquidity and stock returns: cross-section and time-series effects;Amihud;Journal of Financial Markets,2002

4. Asset pricing and the bid-ask spread;Amihud;Journal of Financial Economics,1986

5. Asness, C. , Moskowitz, T. and Pedersen, L. , Value and momentum everywhere, Working Paper (New York University, 2009).

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