Capital Asset Pricing Model Adjusted for Anchoring
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Cited by:
- Siddiqi, Hammad, 2015. "Anchoring Heuristic and the Equity Premium Puzzle," MPRA Paper 68537, University Library of Munich, Germany.
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More about this item
Keywords
Size Premium; Value Premium; Behavioral Finance; Stock Splits; Equity Premium Puzzle; Anchoring Heuristic; CAPM; Asset Pricing;All these keywords.
JEL classification:
- G00 - Financial Economics - - General - - - General
- G02 - Financial Economics - - General - - - Behavioral Finance: Underlying Principles
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G30 - Financial Economics - - Corporate Finance and Governance - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2015-11-15 (Corporate Finance)
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