Short-and long-horizon behavioral factors
We propose a theoretically motivated factor model based on investor psychology and
assess its ability to explain the cross-section of US equity returns. Our factor model …
assess its ability to explain the cross-section of US equity returns. Our factor model …
Short-and Long-Horizon Behavioral Factors
K Daniel, D Hirshleifer, L Sun - The Review of Financial Studies, 2020 - academic.oup.com
We propose a theoretically motivated factor model based on investor psychology and
assess its ability to explain the cross-section of US equity returns. Our factor model …
assess its ability to explain the cross-section of US equity returns. Our factor model …
Short-and Long-Horizon Behavioral Factors
K Daniel, D Hirshleifer, L Sun - The Review of Financial Studies, 2020 - JSTOR
We propose a theoretically motivated factor model based on investor psychology and
assess its ability to explain the cross-section of US equity returns. Our factor model …
assess its ability to explain the cross-section of US equity returns. Our factor model …
[PDF][PDF] SHORT-AND LONG-HORIZON BEHAVIORAL FACTORS
K Daniel, D Hirshleifer, L Sun - 2017 - scholar.archive.org
We propose a theoretically-motivated factor model based on investor psychology and
assess its ability to explain the cross-section of US equity returns. Our factor model …
assess its ability to explain the cross-section of US equity returns. Our factor model …
Short-and Long-Horizon Behavioral Factors
K Daniel, D Hirshleifer, L Sun - The Review of Financial Studies, 2020 - ideas.repec.org
We propose a theoretically motivated factor model based on investor psychology and
assess its ability to explain the cross-section of US equity returns. Our factor model …
assess its ability to explain the cross-section of US equity returns. Our factor model …
Short-and Long-Horizon Behavioral Factors
K Daniel, D Hirshleifer, L Sun - The Review of Financial …, 2020 - econpapers.repec.org
We propose a theoretically motivated factor model based on investor psychology and
assess its ability to explain the cross-section of US equity returns. Our factor model …
assess its ability to explain the cross-section of US equity returns. Our factor model …
Short-and Long-Horizon Behavioral Factors.
K Daniel, D Hirshleifer, L Sun - Review of Financial Studies, 2020 - search.ebscohost.com
We propose a theoretically motivated factor model based on investor psychology and
assess its ability to explain the cross-section of US equity returns. Our factor model …
assess its ability to explain the cross-section of US equity returns. Our factor model …
Short-and Long-Horizon Behavioral Factors
K Daniel, D Hirshleifer, L Sun - 2017 - policycommons.net
We propose a theoretically-motivated factor model based on investor psychology and
assess its ability to explain the cross-section of US equity returns. Our factor model …
assess its ability to explain the cross-section of US equity returns. Our factor model …
Short-and Long-Horizon Behavioral Factors
KD Daniel, DA Hirshleifer, L Sun - NBER Working Paper, 2017 - papers.ssrn.com
We propose a theoretically-motivated factor model based on investor psychology and
assess its ability to explain the cross-section of US equity returns. Our factor model …
assess its ability to explain the cross-section of US equity returns. Our factor model …
Short-and Long-Horizon Behavioral Factors
K Daniel, D Hirshleifer, L Sun - 2018 - nber.org
We propose a theoretically-motivated factor model based on investor psychology and
assess its ability to explain the cross-section of US equity returns. Our factor model …
assess its ability to explain the cross-section of US equity returns. Our factor model …