"On the relationship between concentration of prospect theory/mental accounting investors, cointegration, and momentum" by Ajay Bhootra

Selected Works of Jungshik Hur

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On the relationship between concentration of prospect theory/mental accounting investors, cointegration, and momentum

Journal of Banking and Finance (2012)

Ajay Bhootra, California State University, Fullerton
Jungshik Hur, Louisiana Tech University

Link

Disciplines

Economics and
Finance

Publication Date

May 1, 2012

DOI

10.1016/j.jbankfin.2011.11.021

Citation Information

Ajay Bhootra and Jungshik Hur. "On the relationship between concentration of prospect theory/mental accounting investors, cointegration, and momentum" Journal of Banking and Finance Vol. 36 Iss. 5 (2012) p. 1266 - 1275
Available at: http://works.bepress.com/jungshik-hur/11/