'Estimating Sentiment, Risk Aversion, and Time Preference from Behavioral Pricing Kernel Theory' : Online Appendix

This online appendix extends the empirical analysis in the main paper, and provides diagnostic tests, robustness checks and additional regression results.The paper "Estimating Sentiment, Risk Aversion, and Time Preference from Behavioral Pricing Kernel Theory" to which these Appendices apply is available at the following URL: "http://ssrn.com/abstract=2060983" http://ssrn.com/abstract=2060983

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Year of publication:	2017
Authors:	Barone-Adesi, Giovanni
Other Persons:	Mancini, Loriano (contributor) ; Shefrin, Hersh (contributor)
Publisher:	[2017]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Risikoaversion \| Risk aversion \| Intertemporale Entscheidung \| Intertemporal choice \| Anlageverhalten \| Behavioural finance \| Risikopräferenz \| Risk attitude

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Extent:	1 Online-Ressource (60 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 10, 2017 erstellt
Other identifiers:	10.2139/ssrn.2295896 [DOI]
Classification:	g02 ; G12 - Asset Pricing
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012974156