Mood beta and seasonalities in stock returns
David Hirshleifer, Danling Jiang, Yuting Meng DiGiovanni
| Year of publication: |
2020
|
|---|---|
| Authors: | Hirshleifer, David ; Jiang, Danling ; Meng, Yuting |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 137.2020, 1, p. 272-295
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| Subject: | Return seasonality | Investor mood | Mood beta | Market efficiency | Anomalies | Kapitalmarktrendite | Capital market returns | Portfolio-Management | Portfolio selection | Effizienzmarkthypothese | Efficient market hypothesis | Wetter | Weather | Saisonale Schwankungen | Seasonal variations | Betafaktor | Beta risk | Anlageverhalten | Behavioural finance | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2020.02.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012631338