Work

Idiosyncratic Risk, Costly Arbitrage, and the Cross-Section of Stock Returns

Year: 2010

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1291626

Authors: Jie Cao, Bing Han

Institutions: Hong Kong Polytechnic University, University of Toronto

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2184573501

Cites: 54

Cited by: 23

Related to: 10