Skewness, individual investor preference, and the cross-section of stock returns
Tse-Chun Lin and Xin Liu
| Year of publication: |
2018
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|---|---|
| Authors: | Lin, Tse-Chun ; Liu, Xin |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 22.2018, 5, p. 1841-1876
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| Subject: | MAX | Lottery-like features | Skewness | Individual investor preference index | Crosssectional return predictability | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation | Präferenztheorie | Theory of preferences | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rof/rfx036 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012006213