Can the January anomaly in Taiwan's stock market be explained by the prospect theory?

DOI10.1080/14697680701446922MaRDI QIDQ3518372zbMATH OpenOpenAlexFDO

Authors Chin-Chen Chien, Tsung-Cheng Chen

Publication date 7 August 2008

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14697680701446922

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84) Financial applications of other theories (91G80)

Cites work

• Prospect Theory: An Analysis of Decision under Risk

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