Narrow search
Showing 1 - 10 of 1,113
Cover Image
Probability Weighting and Asset Prices
Dierkes, Maik - 2013
In the present paper, we estimate a monthly index of aggregate skewness preference. This index is derived from the representative agent's nonparametric probability weighting function. Consistent with findings from lab experiments, probability weighting functions depend on sentiment and their...
Persistent link: https://www.econbiz.de/10013083131
Cover Image
Adapted hedging
Madan, Dilip B. - In: Annals of finance 12 (2016) 3/4, pp. 305-334
Persistent link: https://www.econbiz.de/10011571392
Cover Image
Abnormal returns and idiosyncratic volatility puzzle : evidence from the Chinese stock market
Qu, Zhengyang; Liu, Xiaotian; He, Shi - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 5, pp. 1184-1198
Persistent link: https://www.econbiz.de/10012210689
Cover Image
Toxic chemical releases and idiosyncratic return volatility : a prospect theory perspective
Bahadar, Stephen; Nadeem, Muhammad; Zaman, Rashid - In: Accounting and finance 63 (2023) 2, pp. 2109-2143
Persistent link: https://www.econbiz.de/10014302072
Cover Image
Prospect theory and risk appetite : an application to traders' strategies in the financial market
Cao, Shi-Nan; Deng, Jing; Li, Honggang - In: Journal of economic interaction and coordination : JEIC 5 (2010) 2, pp. 249-259
Persistent link: https://www.econbiz.de/10008822678
Cover Image
Investor behavior and volatility asymmetry
Talpsepp, Tõnn - 2010
Persistent link: https://www.econbiz.de/10008840891
Cover Image
Wealth, volume and stock market volatility : case of Hong Kong (1993 - 2001)
Li, Matthew C. - In: Applied economics 39 (2007) 13/15, pp. 1937-1953
Persistent link: https://www.econbiz.de/10003535253
Cover Image
Great expectations : prospect theory and oil price volatility in Iran
Hunt, Jennifer S. - In: Economics of war and peace : economic, legal and …, (pp. 107-122). 2010
Persistent link: https://www.econbiz.de/10009007031
Cover Image
Essays on asset pricing
Londoño-Yarce, Juan-Miguel - 2011
Persistent link: https://www.econbiz.de/10009492144
Cover Image
High idiosyncratic volatility and low returns : a prospect theory explanation
Bhootra, Ajay; Hur, Jungshik - In: Financial management 44 (2015) 2, pp. 295-322
Persistent link: https://www.econbiz.de/10011372617