COVID-19 and CAPM : a tale of reference dependence with the pharma stocks’ returns
Year of publication: |
2021
|
---|---|
Authors: | Sinha, Paritosh Chandra ; Agarwal, Pooja |
Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 28.2021, 2/627, p. 45-82
|
Subject: | CAPM | the prospect theory | reference-dependence | behavioral finance | ARDL and GARCH-X augmentations | Coronavirus | Prospect Theory | Prospect theory | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income |
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