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~isPartOf:"NBER working paper series"
~person:"Bali, Turan G."
~subject:"Portfolio selection"
~subject:"Risikopräferenz"
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Maxing Out : Stocks as Lotteries and the Cross-Section of Expected Returns
Bali, Turan G.
-
2009
between the maximum daily return over the past one month (MAX) and expected stock returns. Average raw and
risk
…
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