Concepedia

Cross-sectional Return Analysis

Cross-Sectional Return Analysis is a quantitative method in security analysis that examines the variation in asset returns across a set of securities at a single point in time to identify systematic risk factors, mispricing, or predictive anomalies distinct from time-series return patterns.

276

Publications

53.3K

Citations

504

Authors

343

Institutions

Publications per year

2017–2026

75

Parents

Publications

276

The Cross‐Section of Expected Stock Returns

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15.1K citations · Full text

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The Cross-Section of Expected Stock Returns

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 5.5K citations

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… and the Cross-Section of Expected Returns

Campbell R. Harvey, Yan Liu · Review of Financial Studies · 2015 · 2K citations · Full text

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Evidence on the Characteristics of Cross Sectional Variation in Stock Returns

Kent Daniel, Sheridan Titman · The Journal of Finance · 1997 · 1.7K citations

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Asset Growth and the Cross‐Section of Stock Returns

Michael J. Cooper, Huseyin Gulen, Michael J. Schill · The Journal of Finance · 2008 · 1.6K citations

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1–5 of 276

Authors

504

  1. AY
    Andrew Y. Chen

    Federal Reserve Board of Governors, United States

    6 publications · 539 citations

    6

    h-index

  2. CR
    Campbell R. Harvey

    Duke University, United States

    6 publications · 3.6K citations

    6

    h-index

  3. TG
    Turan G. Bali

    Georgetown University, United States

    6 publications · 1.3K citations

    6

    h-index

  4. TZ
    Tom Zimmermann

    University of Cologne, Germany

    6 publications · 540 citations

    6

    h-index

  5. NC
    Nusret Cakici

    Fordham University, United States

    5 publications · 971 citations

    5

    h-index

1–5 of 504

Institutions

343

  1. National Bureau of Economic Research

    Cambridge, United States

    16 h-index

    24 publications

    7.7K citations

  2. University of Hong Kong

    Pok Fu Lam, Hong Kong

    7 h-index

    8 publications

    1.9K citations

  3. Yale University

    New Haven, United States

    7 h-index

    10 publications

    1.2K citations

  4. University of Chicago

    Chicago, United States

    7 h-index

    14 publications

    32.8K citations

  5. Johns Hopkins University

    Baltimore, United States

    6 h-index

    6 publications

    299 citations

  6. Federal Reserve Board of Governors

    Washington D.C., United States

    6 h-index

    8 publications

    592 citations

  7. University of Cologne

    Cologne, Germany

    6 h-index

    9 publications

    597 citations

  8. Hong Kong University of Science and Technology

    Hong Kong, Hong Kong

    5 h-index

    5 publications

    467 citations

1–8 of 343

Venues

  1. The Journal of Finance

    26 publications · 32.7K citations

    25

    h-index

  2. SSRN Electronic Journal

    Repository · 49 publications · 2.4K citations

    25

    h-index

  3. Review of Financial Studies

    14 publications · 5K citations

    14

    h-index

  4. Journal of Financial and Quantitative Analysis

    JFQA · 11 publications · 1.9K citations

    11

    h-index

  5. Journal of Financial Economics

    10 publications · 2.3K citations

    10

    h-index

1–5