Le Thi Minh Hang; Hoang Van Hai; Nguyen Truong Son - In: Cogent economics & finance 8 (2020) 1, pp. 1-15
In this paper, the role of the reference-dependent preference in the relationship between idiosyncratic volatility and … a reference point for a definition of the loss and gains domain. As a consequence, the negative idiosyncratic volatility … domain, suggesting the important role of the reference-dependent preference in the idiosyncratic volatility puzzle …