Asset-pricing implications of dividend volatility
Yan Li; Liyan Yang
| Year of publication: |
2013
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|---|---|
| Authors: | Li, Yan ; Yang, Liyan |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 59.2013, 9, p. 2036-2055
|
| Subject: | asset pricing | dividend volatility | loss aversion | narrow framing | return predictability | volatility | Volatilität | Volatility | Dividende | Dividend | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | CAPM | Prognoseverfahren | Forecasting model | Risikoaversion | Risk aversion | Prospect Theory | Prospect theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010194838