Time-dependent lottery preference and the cross-section of stock returns
Year of publication: |
2021
|
---|---|
Authors: | Lin, Chaonan ; Chen, Hong-Yi ; Ko, Kuan-Cheng ; Yang, Nien-Tzu |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 64.2021, p. 272-294
|
Subject: | Lottery preference | Maximum daily returns | Stock returns | Time dependence | Glücksspiel | Gambling | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Theorie | Theory | Schätzung | Estimation | Börsenkurs | Share price | CAPM |
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