Tail risk, beta anomaly, and demand for lottery : what explains cross-sectional variations in equity returns?
Asgar Ali, K.N. Badhani
| Year of publication: |
2023
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|---|---|
| Authors: | Ali, Asgar ; Badhani, K. N. |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 65.2023, 2, p. 775-804
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| Subject: | Behavioural portfolio theory | Beta anomaly | Lower-tail dependence | Preference for lottery | Tail risk | Glücksspiel | Gambling | Betafaktor | Beta risk | Theorie | Theory | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | CAPM | Risiko | Risk | Schätzung | Estimation | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-022-02355-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014329083