A lottery-preference-based explanation of realized kurtosis puzzle in Chinese stock market
Year of publication: |
2019
|
---|---|
Authors: | Chen, Guojin ; Ding, Jie ; Zhao, Xiangqin |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 51.2019, 50, p. 5466-5481
|
Subject: | Chinese stock market | lottery preference | Realized kurtosis puzzle | stock pricing | Aktienmarkt | Stock market | China | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Glücksspiel | Gambling | Schätzung | Estimation |
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