Uncertainty about Future Payoffs and the Cross-Section of Stock Returns

Radu Burlacu (), Patrice Fontaine (), Sonia Jimenez-Garcès () and Mark Seasholes
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Radu Burlacu: CERAG - Centre d'études et de recherches appliquées à la gestion - UPMF - Université Pierre Mendès France - Grenoble 2 - CNRS - Centre National de la Recherche Scientifique
Patrice Fontaine: CERAG - Centre d'études et de recherches appliquées à la gestion - UPMF - Université Pierre Mendès France - Grenoble 2 - CNRS - Centre National de la Recherche Scientifique
Sonia Jimenez-Garcès: COACTIS - COnception de l'ACTIon en Situation - UL2 - Université Lumière - Lyon 2 - UJM - Université Jean Monnet - Saint-Étienne
Mark Seasholes: HKUST - Hong Kong University of Science and Technology

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Keywords: Risk Premia; REE models (search for similar items in EconPapers)
Date: 2009-06-04
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Published in The Econometric Society Meeting, Jun 2009, Boston, USA, France. 41p

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00528538

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