Skewness sentiment and market anomalies
Alok Kumar, Mehrshad Motahari, Richard J. Taffler
| Year of publication: |
2024
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| Authors: | Kumar, Alok ; Motahari, Mehrshad ; Taffler, Richard J. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 70.2024, 7, p. 4328-4356
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| Subject: | idiosyncratic skewness | investor sentiment | market anomalies | mispricing | skewness preference | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2023.4898 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015045899