Aggregate investor preferences and beliefs in stock market : a stochastic dominance analysis
Year of publication: |
2012
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Authors: | Fang, Yi |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 19.2012, 4, p. 528-547
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Subject: | Stock market efficiency | Bootstrap | Stochastic dominance | Prospect theory | Loss aversion | Skewness preference | Aktienmarkt | Stock market | Prospect Theory | Risikoaversion | Risk aversion | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Präferenztheorie | Theory of preferences | Stochastischer Prozess | Stochastic process | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price |
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