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Prospect theory for stock markets: Empirical evidence with time-series data · Study

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ArticleProspect theory for stock markets: Empirical evidence with time-series data

Wenlang Zhang2009

Article2009

Prospect theory for stock markets: Empirical evidence with time-series data

Wenlang Zhang · Willi Semmler

64 citations·0/0 files stored·Journal of Economic Behavior & Organization

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Financial Markets and Investment Strategies Financial Literacy, Pension, Retirement Analysis Decision-Making and Behavioral Economics

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Citations in this library

Stored only when both papers are in the corpus — 64 citations exist upstream.

References

1979Prospect Theory: An Analysis of Decision under Risk 1988Prospect theory: An analysis of decision under risk 2012The Econometrics of Financial Markets 1997The Econometrics of Financial Markets 1990Gambling with the House Money and Trying to Break Even: The Effects of Prior Outcomes on Risky Choice 2001Prospect Theory and Asset Prices 1999State-Space Models with Regime Switching 2000State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications

Cited by

2011Optimal asset allocation under linear loss aversion 2008Asset pricing with loss aversion 2017An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets 2016Diffusion of optimistic and pessimistic investor sentiment: An empirical study of an emerging market 2020Nonlinearity in stock returns: Do risk aversion, investor sentiment and, monetary policy shocks matter?2020Asymmetric relationship of investor sentiment with stock return and volatility: evidence from India 2018A multi-period supply chain network equilibrium model considering retailers’ uncertain demands and dynamic loss-averse behaviors 2006Asset price volatility and monetary policy rules: A dynamic model and empirical evidence

Details

Year2009

Typearticle

Published2009-08-14

VenueJournal of Economic Behavior & Organization

ISSN-L0167-2681

Languageen

Citations64

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.jebo.2009.08.003

openalex_workW2005283199

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