References

• 1992The Cross-Section of Expected Stock Returns17,320 cited
• 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
• 2013Betting against beta2,055 cited
• 2009Who Gambles in the Stock Market?1,808 cited
• 2010Maxing out: Stocks as lotteries and the cross-section of expected returns1,677 cited
• 2008Stocks as Lotteries: The Implications of Probability Weighting for Security Prices1,593 cited
• 2008High idiosyncratic volatility and low returns: International and further U.S. evidence1,533 cited
• 2010Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly770 cited
• 2010The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009356 cited
• 2015Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation, Capital Structure, and the Low-Risk Anomaly281 cited
• 2002Returns-Chasing Behavior, Mutual Funds, and Beta's Death197 cited
• 2016The Interaction of the IFRS 9 Expected Loss Approach with Supervisory Rules and Implications for Financial Stability194 cited
• 2013The Low Risk Anomaly: A Decomposition into Micro and Macro Effects100 cited
• 2009The Pricing of Volatility and Skewness: A New Interpretation26 cited
• 2016