Keywords: Cross-section of stock returns
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Journal Articles
Critical Finance Review (2026) 15 (2): 208–245.
Published: 21 May 2026
... the law of iterated expectations. The equivalent covariance pricing equation is given by: Asset pricing Conditional asset pricing model Cay Cross-section of stock returns Stock market anomalies research fund of Hanyang University HY-202400000003737 The authors thank two...
Includes: Supplementary data
Journal Articles
Critical Finance Review (2025) 14 (1): 129–178.
Published: 19 March 2025
... to the conditions of the Creative Commons Attribution-NonCommercial-ShareAlike license http://creativecommons.org/licenses/by-nc/4.0/ . The written permission of Emerald Publishing Limited must be obtained for commercial re-use. Consumption-based asset pricing Equity premium Cross-section of stock returns...

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