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Abstract This paper shows that over time, expected market illiquidity positively affects ex ante stock excess return, suggesting that expected stock excess return partly represents an illiquidity premium. This complements the cross-sectional positive return-illiquidity relationship. Also, stock

A number of panel unit root tests that allow for cross section dependence have been proposed in the literature that use orthogonalization type procedures to asymptotically eliminate the cross dependence of the series before standard panel unit root tests are applied to the transformed series

This paper presents a measurement of J=/,/ 0 differential cross sections in p¯p collisions at p s = 1:8 TeV. The cross sections are measured above 4 GeV=c in the central region (jjj ! 0:6) using the dimuon decay channel. The fraction of events from B decays is measured, and used to calculate b

We examine how investor sentiment affects the cross-section of stock returns. Theory predicts that a broad wave of sentiment will disproportionately affect stocks whose valuations are highly subjective and are difficult to arbitrage. We test this prediction by studying how the cross-section

We especially thank an anonymous referee and Rob Stambaugh, the editor, for helpful suggestions that greatly improved the article. Andrew Ang and Bob Hodrick both acknowledge support from the NSF.

Abstract. Prompt γ-ray production cross section measurements were made as a function of incident neutron energy (En = 1 to 35 MeV) on an enriched (95.6%) 150Sm sample. Energetic neutrons were delivered by the Los Alamos National Laboratory spallation neutron source located at the Los Alamos Neutron

The hantavirus cross-sectional survey was carried