Short- and Long-Horizon Behavioral Factors
Short- and Long-Horizon Behavioral Factors
About this item
Full title
Author / Creator
Publisher
Oxford University Press
Journal title
Language
English
Formats
Publication information
Publisher
Oxford University Press
More information
Scope and Contents
Contents
We propose a theoretically motivated factor model based on investor psychology and assess its ability to explain the cross-section of U.S. equity returns. Our factor model augments the market factor with two factors that capture long-and short-horizon mispricing. The long-horizon factor exploits the information in managers’ decisions to issue or re...
Alternative Titles
Full title
Short- and Long-Horizon Behavioral Factors
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_crossref_primary_10_1093_rfs_hhz069
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1093_rfs_hhz069
Other Identifiers
ISSN
0893-9454
E-ISSN
1465-7368
DOI
10.1093/rfs/hhz069
