Predictability of extreme daily returns and Preference for lottery-like stocks in an emerging market
Year of publication: |
2022
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Authors: | Khurram, Muhammad Usman ; Ali, Fahad ; Jiang, Yuexiang ; Xie, Wenwu |
Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 35.2022, 1,2, p. 1322-1344
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Subject: | MAX effect | lottery-like stocks | speculative assets | Pakistani stock market | Economic condition | emerging markets | Schwellenländer | Emerging economies | Börsenkurs | Share price | Aktienmarkt | Stock market | Pakistan | Kapitaleinkommen | Capital income |
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