Probability weighting and default risk : a possible explanation for distressed stock puzzles
Year of publication: |
2020
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Authors: | Yamazaki, Akira |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 5, p. 745-767
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Subject: | Asset pricing puzzles | Business time | Consumption-based asset pricing | Default risk | Distressed stock | Probability weighting function | CAPM | Risikoprämie | Risk premium | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Risiko | Risk | Wahrscheinlichkeitsrechnung | Probability theory | Volatilität | Volatility | Aktienmarkt | Stock market |
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