The effect of limited attention and risk attitude on left-tail reversal : empirical results from a-share data in China
Jun Wang, Xiuna Song
| Year of publication: |
2022
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|---|---|
| Authors: | Wang, Jun ; Song, Xiuna |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 46.2022, 1, p. 1-8
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| Subject: | Adjusted Value-at-Risk (VaR) | Effective attention | Left-tail risk | Reversal effect | Risk aversion | China | Risikomaß | Risk measure | Risikoaversion | Risikopräferenz | Risk attitude | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102089 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013339191