Cognitive biases, downside risk shocks, and stock expected returns
Si Li, Fangyi He, Fangquan Shi
| Year of publication: |
2023
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|---|---|
| Authors: | Li, Si ; He, Fangyi ; Shi, Fangquan |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 68.2023, p. 1-22
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| Subject: | Conservatism Bias | Downside Risk Shock | Pseudo-Bayesian Model | Representativeness Heuristic Bias | Stock Expected Return | Systematischer Fehler | Bias | Kapitaleinkommen | Capital income | Schock | Shock | Erwartungsbildung | Expectation formation | Theorie | Theory | Risikoprämie | Risk premium | CAPM | Börsenkurs | Share price | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Kognition | Cognition | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2023.101981 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014485480