Work

When Prospect Theory Meets Mean-Reverting Asset Returns: A Behavioral Dynamic Trading Model

Year: 2024

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2024.107159

Authors: Jianjun Gao, Duan Li, Jinyan Xie, Yiwen Yang, Jing Yao

Institutions: Shanghai University of Finance and Economics, City University of Hong Kong, Fudan University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: National Natural Science Foundation of China

OpenAlex ID: W4393960747

FWCI: 2.53

Cites: 59

Cited by: 15

Related to: 10