@article{a6fde6ac5ba147a892e45522bb5dfbac,
title = "Aggregate Idiosyncratic Volatility, Dynamic Aspects of Loss Aversion, and Narrow Framing",
author = "Jungshik Hur and Luma, \{Cedric Mbanga\}",
note = "Jungshik Hur Cedric Mbanga Luma We test the dynamic aspects of the loss aversion feature of Kahneman and Tversky (Prospect theory: an analysis of decision under risk. Econometrica 47:263-291, ) and find that idiosyncratic volatility is negatively associated with unrealized gains of stock returns.",
year = "2017",
month = aug,
day = "1",
doi = "10.2139/ssrn.2660275",
language = "American English",
volume = "49",
journal = "Review of Quantitative Finance and Accounting",
number = "2",
}