Characterizing the Asymmetric Dependence Premium*
Author:
Affiliation:
1. The University of Sydney
Funder
Australian Research Council
Publisher
Oxford University Press (OUP)
Subject
Finance,Economics and Econometrics,Accounting
Link
http://academic.oup.com/rof/article-pdf/21/4/1701/26321113/rfw022.pdf
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5. Maxing out: stocks as lotteries and the cross-section of expected returns;Bali;Journal of Financial Economics,2011
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