Author:
CREMERS MARTIJN,HALLING MICHAEL,WEINBAUM DAVID
Subject
Economics and Econometrics,Finance,Accounting
Reference58 articles.
1. Illiquidity and stock returns: Cross-section and time-series effects;Amihud;Journal of Financial Markets,2002
2. Downside risk;Ang;Review of Financial Studies,2006
3. The cross-section of volatility and expected returns;Ang;Journal of Finance,2006
4. Ang , Andrew Jun Liu Krista Schwarz 2010 Using stocks or portfolios in tests of factor models
5. Do call prices and the underlying stock always move in the same direction;Bakshi;Review of Financial Studies,2000
Cited by
203 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献