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Aggregate idiosyncratic volatility, dynamic aspects of loss aversion, and narrow framing
Hur, Jungshik; Mbanga, Cedric - In: Review of quantitative finance and accounting 49 (2017) 2, pp. 407-433
Persistent link: https://www.econbiz.de/10011797092
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Investor sentiment and aggregate stock returns : the role of investor attention
Mbanga, Cedric; Darrat, Ali F.; Park, Jung Chul - In: Review of quantitative finance and accounting 53 (2019) 2, pp. 397-428
Persistent link: https://www.econbiz.de/10012173160