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Time-varying risk premium in large cross-sectional equity datasets. (2015). Scaillet, Olivier ; Ossola, Elisa ; Gagilardini, Patrick .
In: Working Papers.
RePEc:gnv:wpgsem:unige:76321.

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  1. Skill, Scale, and Value Creation in the Mutual Fund Industry. (2022). Scaillet, Olivier ; Gagliardini, Patrick ; Barras, Laurent.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:77:y:2022:i:1:p:601-638.

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    RePEc:eee:jfinec:v:99:y:2011:i:1:p:162-183.

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  31. Religious beliefs, gambling attitudes, and financial market outcomes. (2011). Kumar, Alok ; Spalt, Oliver G. ; Page, Jeremy K..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:102:y:2011:i:3:p:671-708.

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  32. Limits-to-arbitrage, investment frictions, and the asset growth anomaly. (2011). Lam, F. Y. Eric C., ; Wei, K. C. John, .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:102:y:2011:i:1:p:127-149.

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  33. Explaining the idiosyncratic volatility puzzle using Stochastic Discount Factors. (2011). Chabi-Yo, Fousseni.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:8:p:1971-1983.

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  34. Recovering copulas from limited information and an application to asset allocation. (2011). Chu, Ba.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:7:p:1824-1842.

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  35. The return impact of realized and expected idiosyncratic volatility. (2011). Smedema, Adam R. ; Peterson, David R..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:10:p:2547-2558.

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  36. Intertemporal risk-return trade-off in foreign exchange rates. (2011). Christiansen, Charlotte ; Charlotte, Christiansen .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:21:y:2011:i:4:p:535-549.

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  37. Disclosed corporate responses to climate change and stock performance: An international empirical analysis. (2011). Ziegler, Andreas ; Hoffmann, Volker H. ; Busch, Timo.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:6:p:1283-1294.

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  38. The Joint Dynamics of Equity Market Factors. (2011). Christoffersen, Peter ; Langlois, Hugues.
    In: CREATES Research Papers.
    RePEc:aah:create:2011-45.

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  39. Preferred risk habitat of individual investors. (2010). Huberman, Gur ; Dorn, Daniel.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:97:y:2010:i:1:p:155-173.

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  40. The Sarbanes-Oxley act and corporate investment: A structural assessment. (2010). Liu, Qiao ; Kang, Qiang ; Qi, Rong .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:96:y:2010:i:2:p:291-305.

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  41. Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns. (2010). Guo, Hui ; Savickas, Robert .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:7:p:1637-1649.

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  42. World market risk, country-specific risk and expected returns in international stock markets. (2010). Cakici, Nusret ; Bali, Turan G..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:6:p:1152-1165.

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  43. Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns. (2009). Cakici, Nusret ; Bali, Turan G. ; Whitelaw, Robert F..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14804.

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  44. Idiosyncratic risk and the cross-section of expected stock returns. (2009). Fu, Fangjian .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:91:y:2009:i:1:p:24-37.

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  45. Investor sentiment and stock returns: Some international evidence. (2009). Schmeling, Maik.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:3:p:394-408.

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  46. Investor sentiment and stock returns: Some international evidence. (2008). Schmeling, Maik.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-407.

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  47. Expected Stock Returns and Variance Risk Premia. (2008). Tauchen, George ; Bollerslev, Tim ; Hao, Tzuo.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-48.

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  48. Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle. (2007). Jiang, Danling ; Doran, James ; Peterson, David .
    In: MPRA Paper.
    RePEc:pra:mprapa:4995.

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  49. The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries. (2006). Guo, Hui ; Savickas, Robert .
    In: Working Papers.
    RePEc:fip:fedlwp:2006-036.

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  50. Aggregate idiosyncratic volatility in G7 countries. (2006). Guo, Hui.
    In: Working Papers.
    RePEc:fip:fedlwp:2004-027.

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