Intermediate Cross-Sectional Prospect Theory Value in Stock Markets: A Novel Method

Author:

Eom Cheoljun,Eom Yunsung,Park Jong Won

Publisher

Elsevier BV

Reference55 articles.

1. Illiquidity and stock returns: Cross-section and time-series effects;Y Amihud;Journal of Financial Markets,2002

2. The cross-section of volatility and expected returns;A Ang;Review of Financial Studies,2006

3. Market dynamics and momentum profits;E Asem;Journal of Financial and Quantitative Analysis,2010

4. Maxing out: Stocks as lotteries and the crosssection of expected returns;T G Bali;Journal of Financial Economics,2011

5. Thirty year of prospect theory in economics: A review and assessment;N Barberis;Journal of Economic Perspectives,2013

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