Short- and Long-Horizon Behavioral Factors
收藏数据链接：
官方服务：
资源简介：
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 which capture long- and short-horizon mispricing. The long-horizon factor exploits
提供机构：
美国国家经济研究局创建时间：
2018-01-01
