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Applications of Regret theory to asset pricing
16 references·6 citing·37 second hop
Applications of Regret theory to asset pricing (2004)Applications of Regret theory to asset pr…Theory of games and economic behavior (2019)Theory of games and economic …Mental Accounting and Consumer Choice (2008)Mental Accounting and Consume…Prospect Theory and Asset Prices (2001)Prospect Theory and Asset Pri…Are Investors Reluctant to Realize Their Losses? (1998)Are Investors Reluctant to Re…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Gambling with the House Money and Trying to Break Even: The Effects of Prior Outcomes on Risky Choice (1990)Gambling with the House Money…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Permanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…Mean reversion in stock prices (1988)Mean reversion in stock pricesFurther Evidence On Investor Overreaction and Stock Market Seasonality (1987)Further Evidence On Investor …The equity premium: A puzzle (1985)The equity premium: A puzzleDoes the Stock Market Overreact? (1985)Does the Stock Market Overrea…Regret Theory: An Alternative Theory of Rational Choice Under Uncertainty (1982)Regret Theory: An Alternative…Regret in Decision Making under Uncertainty (1982)Regret in Decision Making und…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…Theory of Games and Economic Behavior (1945)Theory of Games and Economic …Do Behavioral Biases Affect Investors’ Investment Decision Making? Evidence from the Pakistani Equity Market (2023)Do Behavioral Biases Affect I…INVESTOR'S DISPOSITION ERROR AND THE ROLE OF REGRET IN STOCK MARKET: AN EXPERIMENTAL EVIDENCE FROM INDONESIA (2015)INVESTOR'S DISPOSITION ERROR …Other Behavioral Biases (2010)Other Behavioral BiasesWycena papierów wartościowych na rynku kapitałowym w świetle finansów behawioralnych (2007)Wycena papierów wartościowych…Capital investment decisions with managerial overconfidence and regret aversion (2006)Capital investment decisions …Equity Home Bias and Regret: An International Equilibrium Model (2005)Equity Home Bias and Regret: …Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)The Framing of Decisions and the Psychology of Choice (1981)Advances in prospect theory: Cumulative representation of uncertainty (1992)Individual differences in reasoning: Implications for the rationality debate? (2000)Risk as feelings. (2001)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)Prospect Theory: An Analysis of Decision under Risk (1979)Time Discounting and Time Preference: A Critical Review (2002)A perspective on judgment and choice: Mapping bounded rationality. (2003)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)An Intertemporal Capital Asset Pricing Model (1973)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)ARCH modeling in finance (1992)Toward a positive theory of consumer choice (1980)Non-cooperative games (1989)Representative design and probabilistic theory in a functional psychology. (1955)Features of similarity. (1977)Evolutionary game dynamics (2003)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Investor Psychology and Asset Pricing (2001)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)
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References

  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 2019Theory of games and economic behavior16,630 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1985The equity premium: A puzzle5,785 cited
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  • 1945Theory of Games and Economic Behavior4,006 cited
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  • 1988Mean reversion in stock prices1,888 cited
  • 2001Prospect Theory and Asset Prices

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Cited by

  • 2023Do Behavioral Biases Affect Investors’ Investment Decision Making? Evidence from the Pakistani Equity Market55 cited
  • 2007Wycena papierów wartościowych na rynku kapitałowym w świetle finansów behawioralnych42 cited
  • 2005Equity Home Bias and Regret: An International Equilibrium Model30 cited
  • 2010Other Behavioral Biases13 cited
  • 2006Capital investment decisions with managerial overconfidence and regret aversion6 cited
  • 2015INVESTOR'S DISPOSITION ERROR AND THE ROLE OF REGRET IN STOCK MARKET: AN EXPERIMENTAL EVIDENCE FROM INDONESIA0 cited