Crash sensitivity and the cross section of expected stock returns


Fousseni, Chabi-Yo ; Ruenzi, Stefan ; Weigert, Florian



DOI: https://doi.org/10.1017/S0022109018000121
URL: https://www.cambridge.org/core/journals/journal-of...
Document Type: Article
Year of publication: 2018
The title of a journal, publication series: Journal of Financial and Quantitative Analysis : JFQA
Volume: 53
Issue number: 3
Page range: 1059-1100
Place of publication: Washington, DC
Publishing house: Cambridge University Press
ISSN: 0022-1090 , 1756-6916
Publication language: English
Institution: Business School > Internat. Finanzierung (Ruenzi)
Außerfakultäre Einrichtungen > Graduate School of Economic and Social Sciences - CDSB (Business Studies)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




+ Citation Example and Export

Fousseni, Chabi-Yo ; Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian (2018) Crash sensitivity and the cross section of expected stock returns. Journal of Financial and Quantitative Analysis : JFQA Washington, DC 53 3 1059-1100 [Article]


+ Search Authors in

+ Page Views

Hits per month over past year

Detailed information



You have found an error? Please let us know about your desired correction here: E-Mail


Actions (login required)

Show item Show item