Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion

von Lago-Balsalobre, Rubén
Veröffentlicht in The North American journal of economics and finance (2023)

Trade integration and research and development investment as a proxy for idiosyncratic risk in the cross-section of stock returns

von Galicia-Sanguino, Lucía
Veröffentlicht in Pacific-Basin finance journal (2021)