Left-tail risk and UK stock return predictability : underreaction, overreaction, and arbitrage difficulties
Maher Khasawneh, David G. McMillan, Dimos Kambouroudis
| Year of publication: |
2024
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| Authors: | Khasawneh, Maher ; McMillan, David G. ; Kambouroudis, Dimos |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 95.2024, 1, Art.-No. 103333, p. 1-25
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| Subject: | Return predictability | Left-tail risk | Investor attention | Limited arbitrage | Kapitaleinkommen | Capital income | Arbitrage | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Risiko | Risk | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2024.103333 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015145283