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Results 1 - 10
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66,077
The cross-section of expected stock returns
- Journal of Finance
, 1992
"... Your use of the JSTOR archive indicates your acceptance of JSTOR ' s Terms and Conditions of Use, available at ..."
Abstract
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Cited by 2049 (25 self)
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Your use of the JSTOR archive indicates your acceptance of JSTOR ' s Terms and Conditions of Use, available at
Illiquidity and stock returns: cross-section and time-series effects,
- 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
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Cited by 864 (9 self)
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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 Simple Panel Unit Root Test in the Presence of Cross Section Dependence
- 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
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Cited by 372 (16 self)
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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
"... 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
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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
, 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
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Cited by 293 (9 self)
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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
- 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
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Cited by 267 (9 self)
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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
"... 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
Results 1 - 10
of
66,077
