Lottery preference, short-sale constraint, and the salience effect: Evidence from China-Reference-Cited by-同舟云学术

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Lottery preference, short-sale constraint, and the salience effect: Evidence from China

Published:2023-08 Issue: Volume:125 Page:106341
ISSN:0264-9993
Container-title:Economic Modelling
language:en
Short-container-title:Economic Modelling

Author:

Liu Chang,Sun Peng,Zhu Dongming

Funder

Foundation for Innovative Research Groups of the National Natural Science Foundation of China

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference51 articles.

1. Why do mutual funds hold lottery stocks?;Agarwal;J. Financ. Quant. Anal.,2022

2. Investor sentiment, beta, and the cost of equity capital;Antoniou;Manag. Sci.,2016

3. Noisy prices and inference regarding returns;Asparouhova;J. Finance,2013

4. An alternative behavioral explanation for the MAX effect;Baars;J. Econ. Behav. Organ.,2021

5. Maxing out: stocks as lotteries and the cross-section of expected returns;Bali;J. Financ. Econ.,2011

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1. Asset pricing when social preference meets lottery preference: Evidence from China;Research in International Business and Finance;2025-01

2. The change in salience and the cross-section of stock returns: Empirical evidence from China A-shares;Pacific-Basin Finance Journal;2024-06

3. RMB exchange rate volatility and the cross-section of Chinese A-share returns;Journal of International Money and Finance;2024-04

4. What drives the tail risk effect in the Chinese stock market?;Economic Modelling;2024-03

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