The DOI matches its Crossref record; 4 of the 4 references it cites were found in a registry or an index.
Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
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Citations
Cites
Common risk factors in the returns on stocks and bonds
Fama, E. F., & French, K. R. (1993) · Journal of Financial Economics · doi:10.1016/0304-405x(93)90023-5 · Cited by 25,754
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
Sharpe, W. F. (1964) · The Journal of Finance · doi:10.1111/j.1540-6261.1964.tb02865.x · Cited by 19,441
Odean, T. (1999) · American Economic Review · doi:10.1257/aer.89.5.1279 · Cited by 2,247
Equity Portfolio Diversification
Goetzmann, W. N., & Kumar, A. (2008) · Review of Finance · doi:10.1093/rof/rfn005 · Cited by 1,222 · cited 1×
“For value-weighted decile portfolios, the difference between returns on the portfolios with the 1 See, for example, Odean (1999), Mitton and Vorkink (2007), and Goetzmann and Kumar (2008) for evidence based on the portfolios of a large sample of U.S. individual investors.”
Background
Cited by
The supraview of return predictive signals
Green, J., Hand, J. R. M., & Zhang, X. F. (2013) · Review of Accounting Studies · doi:10.1007/s11142-013-9231-1 · Cited by 219
Bollerslev, T., Li, S. Z., & Todorov, V. (2016) · Journal of Financial Economics · doi:10.1016/j.jfineco.2016.02.001 · Cited by 180
Non-Standard Errors in Portfolio Sorts
Walter, D., Weber, R., & Weiss, P. (2022) · SSRN Electronic Journal · doi:10.2139/ssrn.4164117 · Cited by 12
Retail Traders Love 0DTE Options... But Should They?
Beckmeyer, H., Branger, N., & Gayda, L. (2023) · SSRN Electronic Journal · doi:10.2139/ssrn.4404704 · Cited by 10
Metadata
- Authors
- Bali, T. G., Cakici, N., & Whitelaw, R. F.
- Venue
- SSRN Electronic Journal
- Publisher
- Elsevier BV
- Published
- 2010
- ISSN
- 1556-5068 (ISSN-L)
- OpenAlex
- W2101704930
- Cited by
- 517
- References
- 4
- Type
- posted content
- Language
- en
- Open access
- green
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- The paper
- Bali, T. G., Cakici, N., & Whitelaw, R. F. (2010). Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns. SSRN Electronic Journal. https://doi.org/10.2139/ssrn.1262416
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
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.
