Prospect theory and stock returns: A seven factor pricing model
Author:
Publisher
Elsevier BV
Subject
Marketing
Reference69 articles.
1. Illiquidity and stock returns: Cross-section and time-series effects;Amihud;Journal of Financial Markets,2002
2. Why stocks may disappoint;Ang;Journal of Financial Economics,2005
3. Evidence-based technical analysis: Applying the scientific method and statistical inference to trading signals;Aronson,2006
4. The relationship between return and market value of common stocks;Banz;Journal of Financial Economics,1981
5. Mental accounting, loss aversion, and individual stock returns;Barberis;Journal of Finance,2001
Cited by 10 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Do investors prefer multiple small bad news events or a single big one? Evidence from the Chinese stock market;Finance Research Letters;2024-04
2. Volatility of financial assets in industrial sector companies listed on the Quito Stock Exchange;Universidad Ciencia y Tecnología;2024-01-29
3. Post-Earnings Announcement Drift, Momentum, and Contrarian Strategies in the Saudi Stock Market: Risk Explanation vs. Behavioral Explanation;Journal of the Knowledge Economy;2023-12-02
4. The phenomenon of zero-leverage policy: Literature review;Research in International Business and Finance;2023-10
5. Six-factor plus intellectual capital in the capital asset pricing model and excess stock return: Empirical evidence in emerging stock markets;Cogent Economics & Finance;2023-08-29
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3