共 50 条
- [12] IDIOSYNCRATIC VOLATILITY, EXPECTED WINDFALL, AND THE CROSS-SECTION OF STOCK RETURNS ESSAYS IN HONOR OF PETER C. B. PHILLIPS, 2014, 33 : 713 - 749
- [13] THE ERRORS IN THE VARIABLES PROBLEM IN THE CROSS-SECTION OF EXPECTED STOCK RETURNS JOURNAL OF FINANCE, 1995, 50 (05): : 1605 - 1634
- [14] Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide REVIEW OF ASSET PRICING STUDIES, 2016, 6 (01): : 135 - 178
- [17] Liquidity and the cross-section of expected stock returns - Evidence from Chinese stock market PROCEEDINGS OF 2002 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE & ENGINEERING, VOLS I AND II, 2002, : 1459 - 1463