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From boom ‘til bust: How loss aversion affects asset prices
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From boom ‘til bust: How loss aversion affects asset prices (2008)From boom ‘til bust: How loss aversion af…Prospect Theory and Asset Prices (2001)Prospect Theory and Asset Pri…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Methods of Mathematical Finance (1998)Methods of Mathematical Finan…Are Investors Reluctant to Realize Their Losses? (1998)Are Investors Reluctant to Re…Myopic Loss Aversion and the Equity Premium Puzzle (1995)Myopic Loss Aversion and the …Measuring and Testing the Impact of News on Volatility (1993)Measuring and Testing the Imp…Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Habit Formation: A Resolution…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 …The Dual Theory of Choice under Risk (1987)The Dual Theory of Choice und…The equity premium: A puzzle (1985)The equity premium: A puzzleThe Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence (1985)The Disposition to Sell Winne…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …Prospect theory and trading patterns (2013)Prospect theory and trading p…Optimal asset allocation under linear loss aversion (2011)Optimal asset allocation unde…The Effect of VaR Based Risk Management on Asset Prices and the Volatility Smile (2002)The Effect of VaR Based Risk …Aspects of the Theory of Risk-Bearing. (1966)Optimum consumption and portfolio rules in a continuous-time model (1971)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Risk Aversion in the Small and in the Large (1976)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Judgment under Uncertainty: Heuristics and Biases (1975)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Individual differences in reasoning: Implications for the rationality debate? (2000)A perspective on judgment and choice: Mapping bounded rationality. (2003)Rational Expectations and the Theory of Price Movements (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)Risk, Ambiguity, and the Savage Axioms (1961)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)Toward a positive theory of consumer choice (1980)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)A long memory property of stock market returns and a new model (1993)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Introductory Econometrics for Finance (2008)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Asset Pricing (2001)Investor Psychology and Security Market Under‐ and Overreactions (1998)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)
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References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1998Are Investors Reluctant to Realize Their Losses?3,721 cited
  • 1993Measuring and Testing the Impact of News on Volatility3,692 cited
  • 1985The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence3,550 cited
  • 1995Myopic Loss Aversion and the Equity Premium Puzzle2,486 cited
  • 1987The Dual Theory of Choice under Risk2,426 cited
  • 1990Gambling with the House Money and Trying to Break Even: The Effects of Prior Outcomes on Risky Choice2,378 cited
  • 1990Habit Formation: A Resolution of the Equity Premium Puzzle2,129 cited
  • 1998Methods of Mathematical Finance1,939 cited

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  • 2001Prospect Theory and Asset Prices1,876 cited
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    • 2011Optimal asset allocation under linear loss aversion55 cited
    • 2013Prospect theory and trading patterns41 cited
    • 2002The Effect of VaR Based Risk Management on Asset Prices and the Volatility Smile27 cited