Tail risk exposure and the cross section of expected stock returns

Journal of Banking & Finance 2026 Open access

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Authors: Maxime L.D. Nicolas

DOI: 10.1016/j.jbankfin.2025.107626

Cited by: 2

References: 33

Fields of Study & Subjects

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Risk Management in Financial Firms

References 33