Cross-Section of Expected Returns and Extreme Returns: The Role of Investor Attention and Risk Preferences Jungshik Hur Associate Professor of Finance Department of Economics and Finance College of Business Louisiana Tech University Ruston, LA 71272 Phone: 318-257-3558 Fax: 318-257-4253 Email: jhur@latech.edu Vivek Singh* Associate Professor of Finance Department of Accounting and Finance College of Business University of Michigan-Dearborn Dearborn, MI 48126 Phone: 313-583-6533 Fax: 313-271-9837 Email: vatsmala@umich.edu *Corresponding Author Page 1 of 29