Individual Investors’ Attention to Left Tail Risk
Objective: Left tail risk shows the probability of the occurrence of undesirable events. Investors who undergo the left tail risk are likely to experience considerable negative returns since the left tail risk oftentimes continues to the next period. Thus, if individual investors show scant attentio...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Isfahan
2020-06-01
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| Series: | Journal of Asset Management and Financing |
| Subjects: | |
| Online Access: | https://amf.ui.ac.ir/article_24425_d06ef0a1c5f0eef4299d42b67f344261.pdf |