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Cross-sectional dispersion and expected returns

Lookup NU author(s): Dr Thanos Verousis

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This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License (CC BY-NC-ND).

Publication metadata

Author(s): Verousis T, Voukelatos N

Publication type: Article

Publication status: Published

Journal: Quantitative Finance

Year: 2018

Volume: 18

Issue: 5

Pages: 813-826

Online publication date: 23/01/2018

Acceptance date: 05/12/2017

Date deposited: 07/12/2017

ISSN (print): 1469-7688

ISSN (electronic): 1469-7696

Publisher: Taylor and Francis

URL: https://doi.org/10.1080/14697688.2017.1414515

DOI: 10.1080/14697688.2017.1414515

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