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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2019
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Online Access: | http://ndltd.ncl.edu.tw/handle/7kbfr8 |