Hazard stocks and expected returns
R. Jared DeLisle, Michael F. Ferguson, Haimanot Kassa, Gulnara R. Zaynutdinova
| Year of publication: |
2021
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|---|---|
| Authors: | DeLisle, R. Jared ; Ferguson, Michael F. ; Kassa, Haimanot ; Zaynutdinova, Gulnara R. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 125.2021, p. 1-22
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| Subject: | Hazard stocks | Anomalies | Lottery stocks | Max | Mispricing | Equity returns | Tail risk | Information uncertainty | Limits to arbitrage | Asymmetric arbitrage | Risiko | Risk | Kapitaleinkommen | Capital income | Arbitrage | Börsenkurs | Share price | CAPM | Aktienmarkt | Stock market | Glücksspiel | Gambling | Anlageverhalten | Behavioural finance | Theorie | Theory | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2021.106094 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012819764