Aggregate investor preferences and beliefs in stock market : a stochastic dominance analysis
Yi Fang
| Year of publication: |
2012
|
|---|---|
| Authors: | Fang, Yi |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 19.2012, 4, p. 528-547
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| Subject: | Stock market efficiency | Bootstrap | Stochastic dominance | Prospect theory | Loss aversion | Skewness preference | Aktienmarkt | Stock market | Prospect Theory | Risikoaversion | Risk aversion | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Präferenztheorie | Theory of preferences | Stochastischer Prozess | Stochastic process | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009615664