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Myopic Loss Aversion and the Equity Premium Puzzle - The Impact of Probability Weighting on Prospective Utility
10 references·0 citing·31 second hop
Myopic Loss Aversion and the Equity Premium Puzzle - The Impact of Probability Weighting on Prospective Utility (2008)Myopic Loss Aversion and the Equity Premi…Stocks as Lotteries: The Implications of Probability Weighting for Security Prices (2007)Stocks as Lotteries: The Impl…Stocks as Lotteries: the Implications of Probability Weighting for Security Prices (2005)Stocks as Lotteries: the Impl…Prospect Theory and Asset Prices (2001)Prospect Theory and Asset Pri…Prospect Theory and Asset Prices (1999)Prospect Theory and Asset Pri…Myopic Loss Aversion and the Equity Premium Puzzle (1995)Myopic Loss Aversion and the …Myopic Loss Aversion and the Equity Premium Puzzle (1993)Myopic Loss Aversion and the …Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …The equity risk premium a solution (1988)The equity risk premium a sol…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Status quo bias in decision making (1988)Do Investors Trade Too Much? (1999)Familiarity Breeds Investment (2001)Investor Psychology and Asset Pricing (2001)Asset Prices in an Exchange Economy (1978)The equity premium: A puzzle (1985)The Equity Premium Puzzle and the Riskfree Rate Puzzle (1989)The Consumption of Stockholders and Non-Stockholders (1990)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Short- Term Interest Rates as Predictors of Inflation (2021)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)The Framing of Decisions and the Psychology of Choice (1981)On Testing the Random‐Walk Hypothesis: A Model‐Comparison Approach (2000)Optimal Portfolio Choice Under Loss Aversion (2000)Asset Pricing and Ambiguity: Empirical Evidence (2012)Risk, Ambiguity, and the Savage Axioms (1961)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)Maps of Bounded Rationality: Psychology for Behavioral Economics (2003)The Loss Aversion/Narrow Framing Approach to the Equity Premium Puzzle (2006)Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors (2008)Do Investors Overpay for Stocks with Lottery-Like Payoffs? An Examination of the Returns on OTC Stocks (2011)High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence (2008)The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes? (2009)Speculative Retail Trading and Asset Prices (2011)Fairness and Retaliation: The Economics of Reciprocity (2000)Presidential Address: Discount Rates (2011)
this work references cited by second hop

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
  • 1995Myopic Loss Aversion and the Equity Premium Puzzle2,486 cited
  • 2001Prospect Theory and Asset Prices1,876 cited
  • 1993Myopic Loss Aversion and the Equity Premium Puzzle1,799 cited
  • 1988The equity risk premium a solution1,397 cited
  • 2005Stocks as Lotteries: the Implications of Probability Weighting for Security Prices513 cited
  • 1999Prospect Theory and Asset Prices161 cited
  • 2007Stocks as Lotteries: The Implications of Probability Weighting for Security Prices72 cited

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