Salience Theory and Stock Returns: Empirical Evidence in the Cross-Section of European Stocks and an Aggregate Model

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Keywords	salience theory, asset pricing, behavioral finance, cross-sectional return predictability, stock returns, probability weighting
Thesis Advisor	Cosemans, Mathijs, Vandenbroucke, Jurgen
Persistent URL	hdl.handle.net/2105/42482
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Chlorokostas, Dimitris. (2018, February 22). Salience Theory and Stock Returns: Empirical Evidence in the Cross-Section of European Stocks and an Aggregate Model. Finance & Investments. Retrieved from http://hdl.handle.net/2105/42482

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