Salience and Mutual Fund Investor Demand for Idiosyncratic Volatility.
Christopher P. CliffordJon A. FulkersonRussell JameBradford D. JordanPublished in: Manag. Sci. (2021)
Keyphrases
- stock price
- stock market
- financial markets
- portfolio selection
- investment strategies
- stock exchange
- stock index futures
- financial time series
- financial data
- garch model
- stock trading
- lead time
- historical data
- human perception
- asset allocation
- exchange rate
- news articles
- short term
- non stationary
- dynamic pricing
- investment decisions
- multistage
- turning points
- decision making
- stock returns
- search engine
- learning algorithm