Does It Pay to Pay Attention?
Author:
Affiliation:
1. University of Melbourne
2. University of Maryland
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/31/12/4595/26718593/hhy050.pdf
Reference53 articles.
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3. Portfolio choice and trading in a large 401(k) plan.;Agnew,;American Economic Review,2003
4. Durable consumption and asset management with transaction and observation costs.;Alvarez,;American Economic Review,2012
5. Does realized skewness predict the cross-section of equity returns?;Amaya,;Journal of Financial Economics,2015
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