Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Eiling, Esther
Kan, Raymond
and
Sharifkhani, Ali
2015.
Sectoral Labor Reallocation and Return Predictability.
SSRN Electronic Journal,
Angelidis, Timotheos
Sakkas, Athanasios
and
Tessaromatis, Nikolaos
2015.
Stock market dispersion, the business cycle and expected factor returns.
Journal of Banking & Finance,
Vol. 59,
Issue. ,
p.
265.
Verousis, Thanos
and
Voukelatos, Nikolaos
2015.
Cross-Sectional Dispersion and Expected Returns.
SSRN Electronic Journal,
Parsley, David C.
and
Popper, Helen
2015.
Return Comovement.
SSRN Electronic Journal,
Maio, Paulo
2016.
Cross-sectional return dispersion and the equity premium.
Journal of Financial Markets,
Vol. 29,
Issue. ,
p.
87.
Grant, Andrew
and
Satchell, Steve
2016.
Theoretical decompositions of the cross-sectional dispersion of stock returns.
Quantitative Finance,
Vol. 16,
Issue. 2,
p.
169.
Sttckl, Sebastian
and
Kaiser, Lars
2016.
Higher Moments Matter! Cross-Sectional (Higher) Moments and the Predictability of Stock Returns.
SSRN Electronic Journal ,
2017.
Portfolio Diversification.
p.
231.
Parsley, David C.
and
Popper, Helen
2017.
Return Comovement.
SSRN Electronic Journal ,
Li, Jun
2017.
Credit Market Frictions and the Linkage between Micro and Macro Uncertainty.
SSRN Electronic Journal ,
Md Fadzil, Futeri Jazeilya
O’Hara, John G.
Ng, Wing Lon
and
McMillan, David
2017.
Cross-sectional volatility index as a proxy for the VIX in an Asian market.
Cogent Economics & Finance,
Vol. 5,
Issue. 1,
p.
1364011.
Kim, Jungmu
and
Lee, Changjun
2017.
Aggregate idiosyncratic volatility and stock return predictability: Evidence from the Korean stock market.
Investment Analysts Journal,
Vol. 46,
Issue. 4,
p.
294.
Pizzutilo, Fabio
2017.
Measuring the under-diversification of socially responsible investments.
Applied Economics Letters,
Vol. 24,
Issue. 14,
p.
1005.
Verousis, Thanos
and
Voukelatos, Nikolaos
2018.
Cross-sectional dispersion and expected returns.
Quantitative Finance,
Vol. 18,
Issue. 5,
p.
813.
Zaremba, Adam
and
Shemer, Jacob “Koby”
2018.
Price-Based Investment Strategies.
p.
125.
Alomari, Mohammad
Power, David. M.
and
Tantisantiwong, Nongnuch
2018.
Determinants of equity return correlations: a case study of the Amman Stock Exchange.
Review of Quantitative Finance and Accounting,
Vol. 50,
Issue. 1,
p.
33.
Pae, Yuntaek
Bae, Sung C.
and
Lee, Namhoon
2018.
Idiosyncratic volatility and cash flow volatility: New evidence from S&P 500.
International Review of Financial Analysis,
Vol. 56,
Issue. ,
p.
127.
Bekiros, Stelios
Shahzad, Syed Jawad Hussain
Arreola-Hernandez, Jose
and
Ur Rehman, Mobeen
2018.
Directional predictability and time-varying spillovers between stock markets and economic cycles.
Economic Modelling,
Vol. 69,
Issue. ,
p.
301.
Liu, Wei
Kolari, James W.
and
Huang, Jianhua
2018.
Return Dispersion and the Cross-Section of Stock Returns.
SSRN Electronic Journal ,
Aytaç, Beysül
Coqueret, Guillaume
and
Mandou, Cyrille
2018.
Herding behavior among wine investors.
Economic Modelling,
Vol. 68,
Issue. ,
p.
318.