Prospect theory, salience theory and MAX in the cross-section of returns – Comparison in the US
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Journal Title
Journal ISSN
Volume Title
School of Business |
Master's thesis
Author
Date
2021
Department
Major/Subject
Mcode
Degree programme
Finance
Language
en
Pages
58+7
Series
Description
Thesis advisor
Lof, MatthijsKeywords
prospect theory, salience theory, MAX, behavioural choice theories, cross-section of returns, extreme returns, idiosyncratic volatility
