Author:
Switzer Lorne N.,Wang Jun,Lee Seungho
Publisher
Springer Science and Business Media LLC
Subject
Information Systems and Management,Strategy and Management,Business and International Management
Reference26 articles.
1. Bali, T. G. (2003) An extreme value approach to estimating volatility and value at risk. Journal of Business 76: 83–108.
2. Bank for International Settlements (2011) Interpretive issues with respect to the revisions to the market risk framework, Basel, Switzerland. http://www.bis.org/publ/bcbs193a.pdf .
3. Barber, B.M., Odean, T. and Zheng, L. (2005) Out of sight, out of mind: the effects of expenses on mutual fund flows. Journal of Business 78: 2095–2119.
4. Barberis, N., Schleifer, A. and Vishny, R. (1998) A model of investor sentiment. Journal of Financial Economics 49: 307–343.
5. Benartzi, S. and Thaler, R.H. (1995) Myopic loss aversion and the equity premium puzzle. Quarterly Journal of Economics 110: 73–92.
Cited by
5 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