Dynamic attention behavior under return predictability
Daniel Andrei, Michael Hasler
| Year of publication: |
2020
|
|---|---|
| Authors: | Andrei, Daniel ; Hasler, Michael |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 66.2020, 7, p. 2906-2928
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| Subject: | asset pricing | portfolio choice | investors’ attention | information acquisition | return predictability | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Theorie | Theory | Schätzung | Estimation | Börsenkurs | Share price | Informationsverhalten | Information behaviour | Informationsversorgung | Information provision | Kapitalmarktrendite | Capital market returns | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2019.3328 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012268553