Cognitive biases, downside risk shocks, and stock expected returns
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DOI: 10.1016/j.najef.2023.101981
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More about this item
Keywords
Representativeness Heuristic Bias; Conservatism Bias; Pseudo-Bayesian Model; Downside Risk Shock; Stock Expected Return;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G41 - Financial Economics - - Behavioral Finance - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making in Financial Markets
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