Extreme risk and small investor behavior in developed markets
- 30 March 2017
- journal article
- research article
- Published by Springer Nature in Journal of Asset Management
- Vol. 18 (6) , 457-475
Abstract
No abstract availableKeywords
This publication has 22 references indexed in Scilit:
- Changes in Mutual Fund Flows and Managerial IncentivesSSRN Electronic Journal, 2011
- Portfolio Selection: An Extreme Value ApproachSSRN Electronic Journal, 2011
- Do Investors Care about Risk? Evidence from Mutual Fund FlowsSSRN Electronic Journal, 2011
- Far tail or extreme day returns, mutual fund cash flows and investment behaviourApplied Financial Economics, 2010
- Countries and Culture in Behavioral FinanceCFA Institute Conference Proceedings Quarterly, 2008
- Portfolio Diversification Effects of Downside RiskJournal of Financial Econometrics, 2005
- ANALYZING STOCK MARKET VOLATILITY USING EXTREME‐DAY MEASURESJournal of Financial Research, 2004
- An Extreme Value Approach to Estimating Volatility and Value at Risk*The Journal of Business, 2003
- Costly Search and Mutual Fund FlowsThe Journal of Finance, 1998
- The Asymptotic Distribution of Extreme Stock Market ReturnsThe Journal of Business, 1996