Psychological anchors and bond return predictability:Application of the regression kink model

碩士 === 銘傳大學 === 財務金融學系碩士班 === 107 === This paper examines the effects of psychological anchors on subsequent bond returns. Kahneman and Tversky (1979) develop the prospect theory, in that investors are instinctively risk-seeking (averse) when they face a loss (gain). To explore this issue, a regress...

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Bibliographic Details
Main Authors: Lin, Chung-Yi, 林宗毅
Other Authors: Lee, Hsiu-Chuan
Format: Others
Language:en_US
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/handle/7kbfr8