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Anchoring-Adjusted Capital Asset Pricing Model
Journal article   Peer reviewed

Anchoring-Adjusted Capital Asset Pricing Model

Hammad Siddiqi
Journal of Behavioral Finance, Vol.19(3), pp.249-270
2018
url
https://doi.org/10.1080/15427560.2018.1378218View
Published Version

Abstract

accrual anomaly anchoring and adjustment heuristic asset pricing behavioral finance CAPM equity premium puzzle low volatility anomaly low-beta-high-alpha momentum effect size premium stock splits value premium

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Business, Finance
Economics

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#8 Decent Work and Economic Growth

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