Qiao, Zhuo; Clark, Ephraim; Wong, Wing-Keung - In: Accounting and Finance 54 (2014) 1, pp. 251-274
type="main" xml:lang="en" <title type="main">Abstract</title> <p>We apply the stochastic dominance (SD) tests proposed by Linton et al. (2005) and Davidson and Duclos (2000) for risk averters and risk seekers to examine investors’ preferences with respect to the Taiwan stock index and its corresponding index futures. We...</p>
