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Peymany et al., 2020 - Google Patents

Asymmetric Reaction of Investors to Market Risk, Illiquidity Risk, and Credit Risk: Evidence from Tehran Stock Exchange (TSE)

Peymany et al., 2020

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Document ID
16353839742197159453
Author
Peymany M
Erza A
Seifi F
Publication year
Publication venue
Iranian journal of finance

External Links

Snippet

The relationship between risk and return is not symmetric under different circumstances. As the prospect theory describes, the value function which passes through the reference point is steeper for losses than gains (asymmetric risk appetite). But such an asymmetrical risk …
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