this work references cited by second hopReferences
- 1992The Cross-Section of Expected Stock Returns17,251 cited
- 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
- 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
- 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
- 1997Industry costs of equity5,793 cited
- 1985The equity premium: A puzzle5,785 cited
- 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
- 1972Capital Market Equilibrium with Restricted Borrowing3,097 cited
- 1972The capital asset pricing model: Some empirical tests2,705 cited
- 2013Betting against beta2,027 cited
- 2009Who Gambles in the Stock Market?1,808 cited
- 2010Maxing out: Stocks as lotteries and the cross-section of expected returns1,631 cited
- 2010Basel Committee On Banking Supervision1,591 cited
- 2008Stocks as Lotteries: The Implications of Probability Weighting for Security Prices1,548 cited
- 2000How Big Are the Tax Benefits of Debt?1,483 cited
- 2008High idiosyncratic volatility and low returns: International and further U.S. evidence
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work