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Estimating Preferences Toward Risk: Evidence from Dow Jones
16 references·3 citing·31 second hop
Estimating Preferences Toward Risk: Evidence from Dow Jones (2006)Estimating Preferences Toward Risk: Evide…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Are Investors Reluctant to Realize Their Losses? (1998)Are Investors Reluctant to Re…Multifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…The Limits of Arbitrage (1995)The Limits of ArbitrageSize and Book-to-Market Factors in Earnings and Returns (1995)Size and Book-to-Market Facto…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …Efficient Capital Markets: II (1991)Efficient Capital Markets: IIAnomalies: The Endowment Effect, Loss Aversion, and Status Quo Bias (1991)Anomalies: The Endowment Effe…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …The 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 …Essays in the Theory of Risk-Bearing. (1972)Essays in the Theory of Risk-…Exposition of a New Theory on the Measurement of Risk (1954)Exposition of a New Theory on…The Utility Analysis of Choices Involving Risk (1948)The Utility Analysis of Choic…An Experimental Study of the Effect of the Anchor of the Option's Underlying Asset on Investors’ Pricing Decisions (2022)An Experimental Study of the …Taring All Investors with the Same Brush? Evidence for Heterogeneity in Individual Preferences from a Maximum Likelihood Approach (2016)Taring All Investors with the…On the Applicability of Maximum Likelihood Methods: From Experimental to Financial Data (2013)On the Applicability of Maxim…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Judgment under Uncertainty: Heuristics and Biases (1975)Individual differences in reasoning: Implications for the rationality debate? (2000)A perspective on judgment and choice: Mapping bounded rationality. (2003)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Industry costs of equity (1997)On Persistence in Mutual Fund Performance (1997)Corporate financing and investment decisions when firms have information that investors do not have (1984)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)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)Choices, values, and frames. (1984)Status quo bias in decision making (1988)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Heuristics and Biases: The Psychology of Intuitive Judgment (2004)A model of investor sentiment /Market Liquidity and Funding Liquidity (2008)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
  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1991Anomalies: The Endowment Effect, Loss Aversion, and Status Quo Bias5,015 cited
  • 1972Essays in the Theory of Risk-Bearing.3,991 cited
  • 1998Are Investors Reluctant to Realize Their Losses?3,721 cited
  • 1985The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence3,550 cited
  • 1995Size and Book-to-Market Factors in Earnings and Returns3,456 cited
  • 1948The Utility Analysis of Choices Involving Risk3,097 cited
  • 1954

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Exposition of a New Theory on the Measurement of Risk
2,787 cited

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  • 2022An Experimental Study of the Effect of the Anchor of the Option's Underlying Asset on Investors’ Pricing Decisions7 cited
  • 2013On the Applicability of Maximum Likelihood Methods: From Experimental to Financial Data2 cited
  • 2016Taring All Investors with the Same Brush? Evidence for Heterogeneity in Individual Preferences from a Maximum Likelihood Approach2 cited