High Idiosyncratic Volatility and Low Returns: A Prospect Theory Explanation

Ajay Bhootra; Jungshik Hur

doi:10.1111/fima.12057

High Idiosyncratic Volatility and Low Returns: A Prospect Theory Explanation

Ajay Bhootra
, Jungshik Hur

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	295-322
Number of pages	28
Journal	Financial Management
Volume	44
Issue number	2
DOIs	https://doi.org/10.1111/fima.12057
State	Published - Jun 1 2015

ASJC Scopus Subject Areas

Accounting
Finance
Economics and Econometrics

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AU - Hur, Jungshik

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High Idiosyncratic Volatility and Low Returns: A Prospect Theory Explanation

ASJC Scopus Subject Areas

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