Prospect Theory and Stock Returns: An Empirical Test
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/29/11/3068/7967894/hhw049.pdf
Reference37 articles.
1. Parameter-Free Elicitation of Utility and Probability Weighting Functions
2. Illiquidity and stock returns: cross-section and time-series effects
3. The Cross-Section of Volatility and Expected Returns
4. High idiosyncratic volatility and low returns: International and further U.S. evidence
5. Liquidity biases in asset pricing tests☆
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