NYU Faculty Digital Archive
metadata only
Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
Motivated by existing evidence of a preference among investors for assets with lottery-like payoffs and that many investors are poorly diversified, we investigate the significance of extreme positive returns in the cross-sectional pricing of stocks. Portfolio-level analyses and firm-level cross-sec
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- The Dynamic Trade-Off of Dual-Class Shares#780738
- The Dynamic Trade-Off of Dual-Class Shares#779363
- Effectiveness of cardinality-return weighted maximum independent set approach for financial portfolio optimization#1014564
- Analyse des pratiques d'enseignement : Éléments de cadrages théoriques et méthodologiques#711159
- Lottery Puzzles and Jesus' 'Return'#219713
Record · ID 942864
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive