Article
Aggregate Idiosyncratic Volatility, Dynamic Aspects of Loss Aversion, and Narrow Framing
Review of Quantitative Finance and Accounting
(2017)
Publication Date
August 1, 2017
DOI
10.2139/ssrn.2660275
Citation Information
Jungshik Hur and Cedric Mbanga Luma. "Aggregate Idiosyncratic Volatility, Dynamic Aspects of Loss Aversion, and Narrow Framing" Review of Quantitative Finance and Accounting Vol. 49 Iss. 2 (2017) p. 407 - 433 Available at: http://works.bepress.com/jungshik-hur/6/