Title:

Equilibrium Cross Section of Returns

Authors:

João Ferreira Gomes (U PA)
Leonid Kogan (MIT)
Lu Zhang (U Rochester)

Journal:

Journal of Political Economy

Year:

2003

Volume:

111

Pages:

693-792

JEL codes:

G12 - Asset Pricing; Trading volume; Bond Interest Rates
G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure
E44 - Financial Markets and the Macroeconomy
E32 - Business Fluctuations; Cycles
L25 - Firm Performance: Size, Diversification and Scope, Age, Profit, and Sales