Safety first, loss probability, and the cross section of expected stock returns
Ji Cao, Marc Oliver Rieger, Lei Zhao
| Year of publication: |
2023
|
|---|---|
| Authors: | Cao, Ji ; Rieger, Marc Oliver ; Zhao, Lei |
| Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 211.2023, p. 345-369
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| Subject: | Loss probability | Mental accounting | Risk attitudes | Safety-First | Stock returns | Kapitaleinkommen | Capital income | CAPM | Wahrscheinlichkeitsrechnung | Probability theory | Anlageverhalten | Behavioural finance | Risikopräferenz | Risk attitude | Prospect Theory | Prospect theory | Risikoaversion | Risk aversion | Kapitalmarktrendite | Capital market returns | Verlust | Loss |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jebo.2023.04.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014447506