Aggregate idiosyncratic volatility, dynamic aspects of loss aversion, and narrow framing
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
http://link.springer.com/article/10.1007/s11156-016-0595-8/fulltext.html
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4. Bali TG, Cakici N, Whitelaw RF (2011) Maxing out: stocks as lotteries and the cross-section of expected returns. J Financ Econ 99:427–446
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