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Cited by 1,624

The DOI matches its Crossref record; 6 of the 6 references it cites were found in a registry or an index.

Maxing out: Stocks as lotteries and the cross-section of expected returns

Bali, Turan G., Cakici, Nusret, Whitelaw, Robert F.·2011·Journal of Financial Economics
DOI 10.1016/j.jfineco.2010.08.014
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Metadata

Authors
Bali, T. G., Cakici, N., & Whitelaw, R. F.
Venue
Journal of Financial Economics
Publisher
Elsevier BV
Published
2011-02
Volume
99
Issue
2
Pages
427-446
ISSN
0304-405X (ISSN-L)
DOI
10.1016/j.jfineco.2010.08.014
OpenAlex
W3122225907
Cited by
1,624
References
6
FWCI
48.12
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Maxing out: Stocks as lotteries and the cross-section of expected returns. https://app.cochat.ai/papers/10.1016/j.jfineco.2010.08.014
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Bali, T. G., Cakici, N., & Whitelaw, R. F. (2011). Maxing out: Stocks as lotteries and the cross-section of expected returns. Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2010.08.014

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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.