Essays about: "Dominik Schleuss"

Found 1 essay containing the words Dominik Schleuss.

  1. 1. The Performance of Stocks Earning Extreme Single-Day Returns: Evidence from Sweden

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Dominik Schleuss; Tavish Gantz; [2021]
    Keywords : MAX Effect; Extreme returns; Cross-section of returns; Lottery-like payoffs; Behavioral Finance;

    Abstract : In 2011, Bali et al. presented evidence that stocks with extreme one and multi day-returns significantly underperform stocks with less extreme returns in the following month. They attributed this to investors exhibiting a preference for stocks with lottery-like payoffs. READ MORE