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Reference-dependent preferences and the risk-return trade-off* Huijun Wang, Jinghua Yan, and Jianfeng Yu February 2016 Abstract This paper studies the cross-sectional risk-return trade-off in the stock market.
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Document Date: 2016-02-04 22:18:26
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Reference-dependent preferences and the risk-return trade-off* Huijun Wang, Jinghua Yan, and Jianfeng Yu February 2016 Abstract This paper studies the cross-sectional risk-return trade-off in the stock market.