On the relationship between concentration of prospect theory/mental accounting investors, cointegration, and momentum
Year of publication: |
2012
|
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Authors: | Bhootra, Ajay ; Hur, Jungshik |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 5, p. 1266-1275
|
Subject: | Kointegration | Cointegration | Kapitaleinkommen | Capital income | Unternehmenskonzentration | Market concentration | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection |
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