Tail risks, firm characteristics, and stock returns
Chen Wang, Xiong Xiong, Dehua Shen
| Year of publication: |
2022
|
|---|---|
| Authors: | Wang, Chen ; Xiong, Xiong ; Shen, Dehua |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 75.2022, p. 1-17
|
| Subject: | Investor attention | Prospect theory | Salience theory | Tail risk | Value at risk | Risikomaß | Risk measure | Kapitaleinkommen | Capital income | Risiko | Risk | Prospect Theory | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution | Risikoaversion | Risk aversion | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2022.101854 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013552558