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The cross-section of expected stock returns

by Eugene F. Fama, Kenneth R. French - Journal of Finance , 1992
"... Your use of the JSTOR archive indicates your acceptance of JSTOR ' s Terms and Conditions of Use, available at ..."
Abstract - Cited by 2049 (25 self) - Add to MetaCart
Your use of the JSTOR archive indicates your acceptance of JSTOR ' s Terms and Conditions of Use, available at

Economic analysis of cross section and panel data

by Jeffrey M. Wooldridge
"... ..."
Abstract - Cited by 3544 (18 self) - Add to MetaCart
Abstract not found

Economic Growth in a Cross Section of Countries

by Robert J. Barro - JOURNAL OF ECONOMICS, CVI , 1991
"... ..."
Abstract - Cited by 1877 (17 self) - Add to MetaCart
Abstract not found

Illiquidity and stock returns: cross-section and time-series effects,

by Yakov Amihud - Journal of Financial Markets , 2002
"... 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 ret ..."
Abstract - Cited by 864 (9 self) - Add to MetaCart
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 Simple Panel Unit Root Test in the Presence of Cross Section Dependence

by M. Hashem Pesaran - JOURNAL OF APPLIED ECONOMETRICS , 2006
"... 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. In thi ..."
Abstract - Cited by 372 (16 self) - Add to MetaCart
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

Cross Sections

by The Cdf, Proposed Sessions Pa
"... 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 q ..."
Abstract - Add to MetaCart
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

Investor Sentiment and the Cross-Section of Stock Returns

by Malcolm Baker, Jeffrey Wurgler , 2003
"... 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 of subse ..."
Abstract - Cited by 293 (9 self) - Add to MetaCart
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

The Cross-Section of Volatility and Expected Returns

by Andrew Ang, Robert J. Hodrick, Yuhang Xing, Xiaoyan Zhang - Journal of Finance , 2006
"... 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 - Cited by 267 (9 self) - Add to MetaCart
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.

cross sections

by D. Dashdorj, T. Kawano, G. E. Mitchell, J. A. Becker, U. Agvaanluvsan, M. Chadwick, J. R. Cooper, M. Devlin, N. Fotiades
"... 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 ..."
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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

Cross-sectional Survey of

by Jean E. Limongi, Fabíola C. Da Costa, Rogério M. C. Pinto, Renata C. De Oliveira, Márcia B. C. De Paula, Adalberto A. Pajuaba Neto, Marcelo S. Ferreira
"... The hantavirus cross-sectional survey was carried ..."
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The hantavirus cross-sectional survey was carried
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