Excess sensitivity of stock markets to negative returns
Year of publication: |
March 2012
|
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Authors: | Azar, Samih Antoine ; Basmadjian, Raffi |
Published in: |
International journal of economic perspectives : IJEP. - Famagusta : Soc., ISSN 1307-1637, ZDB-ID 2464117-0. - Vol. 6.2012, 1, p. 5-38
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Subject: | negative stock returns | excess sensitivity | loss aversion | the disposition effect | US and international stock markets | excess volatility | financial anomaly | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Theorie | Theory | Aktienmarkt | Stock market | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Internationaler Finanzmarkt | International financial market | USA | United States | Schätzung | Estimation |
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