Recency bias and the cross-section of international stock returns
Year of publication: |
2023
|
---|---|
Authors: | Cakici, Nusret ; Zaremba, Adam |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 84.2023, p. 1-29
|
Subject: | Chronological return ordering | Recency bias | Behavioral finance | The cross-section of stock returns | ASSET pricing | Return predictability | International markets | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | CAPM | Kapitalmarktrendite | Capital market returns | Systematischer Fehler | Bias | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Welt | World |
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