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Volumn 28, Issue 1, 2001, Pages 112-119

Is there a lottery premium in the stock market? Persistent and significant

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Indexed keywords


EID: 23044531707     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2001.319827     Document Type: Article
Times cited : (3)

References (12)
  • 1
    • 0002519023 scopus 로고    scopus 로고
    • Have Individual Stocks Become more Volatile? an Empirical Exploration of Idiosyncratic Risk
    • Campbell, John Y., Martin Lettau, Burton G. Malkiel, and Yexiao Xu. Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk. Journal of Finance, Vol. 56 (2001), pp. 1-43.
    • (2001) Journal of Finance , vol.56 , pp. 1-43
    • Campbell, J.Y.1    Lettau, M.2    Malkiel, B.G.3    Xu, Y.4
  • 4
    • 84977737676 scopus 로고
    • The Cross-Section of Expected Stock Returns
    • Fama, Eugene F., and Kenneth French. The Cross-Section of Expected Stock Returns. Journal of Finance, Vol. 47 (1992), pp. 427-465.
    • (1992) Journal of Finance , vol.47 , pp. 427-465
    • Fama, E.F.1    French, K.2
  • 5
    • 0001743121 scopus 로고    scopus 로고
    • Bettors Love Skewness, not Risk, at the Horse Track
    • Golec, Joseph, and Maurry Tamarkin. Bettors Love Skewness, not Risk, at the Horse Track. Journal of Political Economy, Vol. 106 (1998), pp. 205-225.
    • (1998) Journal of Political Economy , vol.106 , pp. 205-225
    • Golec, J.1    Tamarkin, M.2
  • 7
    • 84911608997 scopus 로고
    • Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio
    • Levy, Haim. Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio. American Economic Review, Vol. 68 (1978), pp. 643-658.
    • (1978) American Economic Review , vol.68 , pp. 643-658
    • Levy, H.1
  • 9
    • 0039861256 scopus 로고    scopus 로고
    • Idiosyncratic Risk and Security Returns
    • University of Texas at Dallas
    • Malkiel, Burton G., and Yexiao Xu. Idiosyncratic Risk and Security Returns. Working paper, University of Texas at Dallas, 2000.
    • (2000) Working Paper
    • Malkiel, B.G.1    Xu, Y.2
  • 10
    • 33749605801 scopus 로고    scopus 로고
    • Risk and Return Revisited
    • Spring
    • Risk and Return Revisited. TlieJournal of Portfolio Management, Vol. 24 (Spring 1997), pp. 9-14.
    • (1997) TlieJournal of Portfolio Management , vol.24 , pp. 9-14
  • 12
    • 0346694518 scopus 로고    scopus 로고
    • Internet Mania is like Lottery, Fed Chief Says
    • January 29
    • Wessel, David. Internet Mania is Like Lottery, Fed Chief Says. Wall Street Journal, January 29, 1999, p. Cl.
    • (1999) Wall Street Journal
    • Wessel, D..1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.