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subject:"Anlageverhalten"
subject:"Portfolio-Management"
~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Tinbergen Institute"
~person:"Li, Daye"
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Anlageverhalten
Portfolio-Management
Theorie
3
Theory
3
Behavioural finance
2
Portfolio selection
2
Agent-based modeling
1
Agentenbasierte Modellierung
1
Arbeitsmobilität
1
Arbitrage
1
Beta risk
1
Betafaktor
1
Börsenkurs
1
CAPM
1
Investition
1
Investment
1
Labour mobility
1
Liquidity
1
Risikoprämie
1
Risk premium
1
Salience theory
1
Securities trading
1
Share price
1
Transaction costs
1
Transaktionskosten
1
Turnover premium
1
USA
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United States
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Wertpapierhandel
1
agent-based model
1
arbitrage cost
1
asset pricing
1
beta anomaly
1
heterogeneous belief
1
investment horizons
1
investor’s attention
1
market anomaly
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mispricing
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return-volume relation
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salience-demand
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Li, Daye
Lucas, André
17
Vries, Casper G. de
9
Hommes, Cars H.
5
Koopman, Siem Jan
4
Zou, Liang
4
Fabozzi, Frank J.
3
Hyung, Namwon
3
Kräussl, Roman
3
Nawrocki, David N.
3
Schwaab, Bernd
3
Siegmann, Adriaan Hendrik
3
Yang, Chunpeng
3
Adema, Yvonne
2
Alessie, Rob
2
Banachewicz, Konrad
2
Bonenkamp, Jan
2
Boot, Arnoud W. A.
2
Daníelsson, Jón
2
Dijk, Dick van
2
Dijk, Herman K. van
2
Dijk, Ronald van
2
Diks, Cees G. H.
2
Geluk, Jaap
2
Hochgürtel, Stefan
2
Hoogerheide, Lennart
2
Jansen, Willem Jos
2
Klaassen, Pieter
2
Kloek, Teunis
2
Kolari, James W.
2
Li, Jinfang
2
Lizyayev, Andrey
2
Marshall, Cara M.
2
Meijdam, Lex
2
Menkveld, Albert J.
2
Milbourn, Todd
2
Peng, Liang
2
Soest, Arthur van
2
Stefanova, Denitsa
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Applied economics
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
3
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1
Salience in beta anomaly
Li, Xiaofang
;
Li, Daye
;
Yi, Kefu
;
Men, Ming
- In:
Applied economics
55
(
2023
)
55
,
pp. 6479-6503
Persistent link: https://www.econbiz.de/10014382184
Saved in:
2
How time horizons and arbitrage cost influence the turnover premium?
Li, Daye
;
Zhang, Xinmin
- In:
Applied economics
51
(
2019
)
44
,
pp. 4833-4848
Persistent link: https://www.econbiz.de/10012197119
Saved in:
3
How the heterogeneity in investment horizons affects market trends
Li, Daye
;
Li, Rongrong
;
Sun, Qiankun
- In:
Applied economics
49
(
2017
)
15
,
pp. 1473-1482
Persistent link: https://www.econbiz.de/10011813610
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