Anchoring-adjusted capital asset pricing model
Year of publication: |
2018
|
---|---|
Authors: | Siddiqi, Hammad |
Published in: |
The journal of behavioral finance : a publication of the Institute of Behavioral Finance. - Abingdon : Routledge, ISSN 1542-7560, ZDB-ID 2110458-X. - Vol. 19.2018, 3, p. 249-270
|
Subject: | Size premium | Value premium | Behavioral finance | Stock splits | Equity premium puzzle | Anchoring and adjustment heuristic | CAPM | Asset pricing | Accrual anomaly | Low volatility anomaly | Low-beta-high-alpha | Momentum effect | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Equity-Premium-Puzzle |
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