Beta herding through overconfidence : a behavioral explanation of the low-beta anomaly
Year of publication: |
2021
|
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Authors: | Hwang, Soosung ; Rubesam, Alexandre ; Salmon, Mark |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 111.2021, p. 1-20
|
Subject: | Beta | Herding | Overconfidence | Low-beta anomaly | Herdenverhalten | Anlageverhalten | Behavioural finance | Betafaktor | Beta risk | Verhaltensökonomik | Behavioral economics | Theorie | Theory | CAPM | Vertrauen | Confidence |
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