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Investor overconfidence and the security market line: new evidence from China

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Publication:2661658
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DOI10.1016/j.jedc.2020.103961OpenAlexW2941482996MaRDI QIDQ2661658

Xing Han, Youwei Li, Kai Li

Publication date: 7 April 2021

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2020.103961


zbMATH Keywords

mutual fundoverconfidencesecurity market linebeta anomalybetting against beta


Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)


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Cites Work

  • An evolutionary CAPM under heterogeneous beliefs
  • Ex-post risk premia estimation and asset pricing tests using large cross sections: the regression-calibration approach
  • Boys will be Boys: Gender, Overconfidence, and Common Stock Investment
  • A Test of the Efficiency of a Given Portfolio
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