Predictability and the Cross-Section of Expected Returns: Evidence from the European Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.3436051 ◽

2019 ◽

Author(s):

Wolfgang Drobetz ◽

Rebekka Haller ◽

Christian Jasperneite ◽

Tizian Otto

Keyword(s):

Stock Market ◽

Cross Section ◽

Expected Returns ◽

The Cross

Download Full-text

Predictability and the cross section of expected returns: evidence from the European stock market

Journal of Asset Management ◽

10.1057/s41260-019-00138-0 ◽

2019 ◽

Vol 20 (7) ◽

pp. 508-533

Author(s):

Wolfgang Drobetz ◽

Rebekka Haller ◽

Christian Jasperneite ◽

Tizian Otto

Keyword(s):

Stock Market ◽

Cross Section ◽

Expected Returns ◽

The Cross

Download Full-text

Firm Characteristics, Stock Market Regimes, and the Cross-Section of Expected Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3520131 ◽

2020 ◽

Author(s):

Chris Kirby

Keyword(s):

Stock Market ◽

Cross Section ◽

Expected Returns ◽

Firm Characteristics ◽

Market Regimes ◽

The Cross

Download Full-text

Book-to-Market and the Cross-Section of Expected Returns in International Stock Markets

CFA Digest ◽

10.2469/dig.v43.n3.37 ◽

2013 ◽

Vol 43 (3) ◽

Author(s):

Thomas M. Arnold

Keyword(s):

Cross Section ◽

Stock Markets ◽

Expected Returns ◽

International Stock Markets ◽

The Cross

Download Full-text

The Conditional Beta and the Cross-Section of Expected Returns

CFA Digest ◽

10.2469/dig.v39.n4.16 ◽

2009 ◽

Vol 39 (4) ◽

pp. 76-78

Author(s):

Charles F. Peake

Keyword(s):

Cross Section ◽

Expected Returns ◽

The Cross ◽

Conditional Beta

Download Full-text

Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns

CFA Digest ◽

10.2469/dig.v41.n2.25 ◽

2011 ◽

Vol 41 (2) ◽

pp. 12-13

Author(s):

Brian A. Maris

Keyword(s):

Cross Section ◽

Expected Returns ◽

The Cross

Download Full-text

A Firm-Level Analysis of the Cross-Sectional Relation between Expected Returns and Expected Idiosyncratic Volatility in the Korean Stock Market

Asian Review of Financial Research ◽

10.37197/arfr.2019.32.4.1 ◽

2019 ◽

Vol 32 (4) ◽

pp. 513-561

Author(s):

Sangkyu Lee ◽

◽

Young Sik Kim

Keyword(s):

Stock Market ◽

Idiosyncratic Volatility ◽

Expected Returns ◽

Firm Level ◽

Cross Sectional ◽

Korean Stock Market ◽

The Cross ◽

Level Analysis

Download Full-text

Long-Horizon Consumption Risk and the Cross-Section of Expected Returns: A Cross-Country Perspective

SSRN Electronic Journal ◽

10.2139/ssrn.1251624 ◽

2008 ◽

Author(s):

Joachim Grammig ◽

Andreas Schrimpf ◽

Michael Schuppli

Keyword(s):

Cross Section ◽

Expected Returns ◽

Cross Country ◽

The Cross ◽

Consumption Risk

Download Full-text

Intermediary Leverage and the Cross-Section of Expected Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1618587 ◽

2010 ◽

Author(s):

Tyler Muir

Keyword(s):

Cross Section ◽

Expected Returns ◽

The Cross

Download Full-text

Book-to-Market and the Cross-Section of Expected Returns in International Stock Markets

SSRN Electronic Journal ◽

10.2139/ssrn.2020136 ◽

2012 ◽

Author(s):

Turan G. Bali ◽

Nusret Cakici ◽

Frank J. Fabozzi

Keyword(s):

Cross Section ◽

Stock Markets ◽

Expected Returns ◽

International Stock Markets ◽

The Cross

Download Full-text

Low-Frequency Variation in Macroeconomic Uncertainty and the Cross-Section of Expected Returns: Additional Evidence

SSRN Electronic Journal ◽

10.2139/ssrn.2645770 ◽

2015 ◽

Author(s):

Georgios Xyngis

Keyword(s):

Cross Section ◽

Low Frequency ◽

Expected Returns ◽

Frequency Variation ◽

Macroeconomic Uncertainty ◽

The Cross

Download Full-text