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Data uncertainty : empirical evidence, general-equilibrium implications, and hedging strategies

Aruoba, S. Borağan - 2004

Persistent link: https://www.econbiz.de/10003386757

Nonlinearity in stock returns : do risk aversion, investor sentiment and, monetary policy shocks matter?

Dahmene, Meriam; Boughrara, Adel; Slim, Skander - In: International review of economics & finance : IREF 71 (2021), pp. 676-699

Persistent link: https://www.econbiz.de/10012628018

An explanation for momentum with a rational model under symmetric information - Evidence from cross country equity markets

Koziol, Christian; Proelss, Juliane - In: Journal of international financial markets, … 70 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012668191

The short trading day anomaly

Qadan, Mahmoud; Kliger, Doron - In: Journal of empirical finance 38 (2016), pp. 62-80

Persistent link: https://www.econbiz.de/10011663224

Financial loss aversion illusion

Merkle, Christoph - In: Review of finance : journal of the European Finance … 24 (2020) 2, pp. 381-413

Persistent link: https://www.econbiz.de/10012194936

Uncovering the distribution of option implied risk aversion

Kyriacou, Maria; Olmo, Jose; Strittmatter, Marius - In: Journal of mathematical finance 9 (2019) 2, pp. 81-104

Persistent link: https://www.econbiz.de/10012116675

Loss aversion, overconfidence of investors and their impact on market performance evidence from the US stock markets

Bouteska, Ahmed; Regaieg, Boutheina - In: Journal of economics, finance & administrative science 25 (2020) 50, pp. 451-478

Purpose - The current study aims to investigate the impacts of two behavioral biases, namely, loss aversion and overconfidence on the performance of US companies. First, the impact of loss aversion on the economic performance of companies was assessed. Second, the impact of overconfidence on...

Persistent link: https://www.econbiz.de/10012434081

Disposition effect and contrarian/momentum behavior of stock traders

Liu, Hsiang-Hsi; Hung, Pi-Hsia; Huang, Tzu-Hu - In: Advances in Pacific Basin business, economics and finance 11 (2023), pp. 41-67

Persistent link: https://www.econbiz.de/10014338166

CEO overconfidence, lottery preference and the cross-section of stock returns

Lu, Jing; Ho, Keng-Yu; Ho, Po-Hsin; Ko, Kuan-Cheng - In: Finance research letters 54 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014472717

Modeling asset returns : a comparison of theoretical and empirical models

Lüders, Erik (contributor); Schröder, Michael (contributor) - 2004 - Rev. version

large economies, USA, United Kingdom, Germany, France and Japan. The empirical results show that although the pure NGARCH … model performs well, the estimation for the German stock index could be significantly improved by an extension which follows …

Persistent link: https://www.econbiz.de/10003670896

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