Salience in beta anomaly
Year of publication: |
2023
|
---|---|
Authors: | Li, Xiaofang ; Li, Daye ; Yi, Kefu ; Men, Ming |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 55.2023, 55, p. 6479-6503
|
Subject: | asset pricing | beta anomaly | investor’s attention | Salience theory | salience-demand | Theorie | Theory | CAPM | Betafaktor | Beta risk | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection |
-
Beta and coskewness pricing : perspective from probability weighting
Shi, Yun, (2023)
-
Agency-based asset pricing and the beta anomaly
Blitz, David, (2014)
-
A capital asset pricing model with market sentiment
Schneider, Mark, (2020)
- More ...
-
Size effect and the measurement of firm size
Li, Daye, (2021)
-
Size effect and the measurement of firm size
Li, Daye, (2022)
-
Li, Tianyang, (2021)
- More ...