Skip to main navigation Skip to search Skip to main content

The robust “maximum daily return effect as demand for lottery” and “idiosyncratic volatility puzzle”

  • Boise State University

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)229-245
Number of pages17
JournalJournal of Empirical Finance
Volume47
DOIs
StatePublished - Jun 2018

ASJC Scopus Subject Areas

  • Finance
  • Economics and Econometrics

Keywords

  • Anchoring Bias
  • Disposition Effect
  • Idiosyncratic volatility puzzle
  • Maximum daily return

Fingerprint

Dive into the research topics of 'The robust “maximum daily return effect as demand for lottery” and “idiosyncratic volatility puzzle”'. Together they form a unique fingerprint.

Cite this