The robust “maximum daily return effect as demand for lottery” and “idiosyncratic volatility puzzle”
Year of publication: |
2018
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Authors: | Egginton, Jared ; Hur, Jungshik |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 47.2018, p. 229-245
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Subject: | Anchoring Bias | Disposition Effect | Idiosyncratic volatility puzzle | Maximum daily return | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Glücksspiel | Gambling | Schätzung | Estimation | Systematischer Fehler | Bias | Risiko | Risk |
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