Lottery Preferences and the Idiosyncratic Volatility Puzzle
Year of publication: |
2018
|
---|---|
Authors: | Chichernea, Doina |
Other Persons: | Kassa, Haim (contributor) ; Slezak, Steve L. (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Glücksspiel | Gambling | Risiko | Risk | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Präferenztheorie | Theory of preferences |
Extent: | 1 Online-Ressource (59 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 29, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2391234 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Le Thi Minh Hang, (2020)
-
Betting on Mean Reversion in the VIX? Evidence From the Revealed Preferences of Investors
Nielsen, Ole Linnemann, (2020)
-
A Lottery Demand-Based Explanation of the Beta Anomaly
Bali, Turan G., (2016)
- More ...
-
Idiosyncratic Risk, Investor Base and Returns
Chichernea, Doina, (2018)
-
The Inevitable Tension between Long-Term and Short-Term Managerial and Investor Incentives
Kassa, Haim, (2013)
-
Is Idiosyncratic Risk a Source of Momentum?
Chichernea, Doina, (2008)
- More ...