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Article
Aggregate Idiosyncratic Volatility, Dynamic Aspects of Loss Aversion, and Narrow Framing
Review of Quantitative Finance and Accounting (2017)
  • Jungshik Hur, Louisiana Tech University
  • Cedric Mbanga Luma, University of Mississippi
Disciplines
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/