Sentence examples similar to cross section return from inspiring English sources

More recently, Hirshleifer et al. (2017) study the effect of mood on the cross section of returns by using mood-mimicking returns and find that mood is a valid explanation of the day-of-the-week effect.

(2012b) show that SMB only plays, if any, a minor role for explaining the German cross section of stock returns.

Our null hypothesis is that the FFC-model explains the cross section of stock returns while the alternative hypothesis is a characteristics model for the German stock market.

The work by Maggiori (2013) and this paper differ from this recent literature insofar as the focus of the latter is mainly on the cross section of currency returns and unconditional moments.

Each target is assumed to have a different radar cross section (RCS [26] and thus its return signal has a different strength that is represented by the variance of Al,k.

(2007) find that SMB has some explanatory power for the cross section of German stock market returns.

The dispersion in the cross section of German stock market returns seems to be related to BE/ME rather than to the exposure to HML.

The empirical evidence in the literature on the role of SMB for explaining the cross section of German stock market returns and on the existence of a size effect is mixed.

Virtually all German studies provide empirical evidence that a BE/ME anomaly exists and that HML helps to explain the differences in the cross section of the German stock market returns.

Furthermore, previous results (e.g. Schrimpf et al. 2007; Ziegler et al. 2007; Artmann et al. 2012a, b) indicate that HML plays a major role for explaining the cross section of the German stock market returns.

More recently, Hirshleifer et al. (2017) find supporting evidence for the behavioral explanation of the day-of-the-week effect by using mood-mimicking returns to study the cross-section of returns.