✦ LIBER ✦

Cashflow risk, systematic earnings revisions, and the cross-section of stock returns

✍ Scribed by Zhi Da; Mitchell Craig Warachka

Book ID: 113711167
Publisher: Elsevier Science
Year: 2009
Tongue: English
Weight: 560 KB
Volume: 94
Category: Article
ISSN: 0304-405X
DOI: 10.1016/j.jfineco.2008.12.008

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The cross section of cashflow volatility

The cross section of cashflow volatility and expected stock returns

✍ Alan Guoming Huang 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 972 KB

Risk and the cross section of stock retu

Risk and the cross section of stock returns

✍ Radu Burlacu; Patrice Fontaine; Sonia Jimenez-Garcès; Mark S. Seasholes 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 343 KB

Macroeconomic risk and the cross-section

Macroeconomic risk and the cross-section of stock returns

✍ Jangkoo Kang; Tong Suk Kim; Changjun Lee; Byoung-Kyu Min 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 743 KB

Idiosyncratic risk and the cross-section

Idiosyncratic risk and the cross-section of expected stock returns

✍ Fangjian Fu 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 284 KB

Idiosyncratic risk and the cross-section

Idiosyncratic risk and the cross-section of expected stock returns

✍ Fangjian Fu 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 284 KB

Theories such as Merton [1987. A simple model of capital market equilibrium with incomplete information. Journal of Finance 42, 483–510] predict a positive relation between idiosyncratic risk and expected return when investors do not diversify their portfolio. Ang, Hodrick, Xing, and Zhang [2006. Th

Foreign exchange risk and the cross-sect

Foreign exchange risk and the cross-section of stock returns

✍ James W. Kolari; Ted C. Moorman; Sorin M. Sorescu 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 446 KB