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Predicting investment behavior: An augmented reinforcement learning model
16 references·2 citing·33 second hop
Predicting investment behavior: An augmented reinforcement learning model (2009)Predicting investment behavior: An augmen…Neuroeconomics: How Neuroscience Can Inform Economics (2005)Neuroeconomics: How Neuroscie…Behavioral Game Theory. Experiments in Strategic Interaction (2003)Behavioral Game Theory. Exper…Behavioral Game Theory: Experiments in Strategic Interaction (2003)Behavioral Game Theory: Exper…Experience-weighted Attraction Learning in Normal Form Games (1999)Experience-weighted Attractio…The disposition effect in securities trading: an experimental analysis (1998)The disposition effect in sec…Predicting How People Play Games: Reinforcement Learning in Experimental Games with Unique, Mixed Strategy Equilibria (1998)Predicting How People Play Ga…Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Market efficiency, long-term …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…Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …Efficient Capital Markets: II (1991)Efficient Capital Markets: IIEfficient Capital Markets: II (1991)Efficient Capital Markets: IIStock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence (1985)The Disposition to Sell Winne…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Comparing Traditional Statistics, Decision Tree Classification And Support Vector Machine Techniques For Financial Bankruptcy Prediction (2012)Comparing Traditional Statist…A brain information-aided intelligent investment system (2012)A brain information-aided int…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Judgment under Uncertainty: Heuristics and Biases (1975)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)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)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Investor Psychology and Asset Pricing (2001)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Presidential Address: Discount Rates (2011)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, Return, and Equilibrium: Empirical Tests (1973)Does the Stock Market Overreact? (1985)Multifactor Explanations of Asset Pricing Anomalies (1996)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)Toward a positive theory of consumer choice (1980)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Specification Tests in Econometrics (1978)“Economic man” in cross-cultural perspective: Behavioral experiments in 15 small-scale societies (2005)Does Culture Affect Economic Outcomes? (2006)Dictator games: a meta study (2011)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)
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References

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1,794 cited
  • 1999Experience-weighted Attraction Learning in Normal Form Games1,487 cited
  • 1991Efficient Capital Markets: II1,271 cited
  • 1998The disposition effect in securities trading: an experimental analysis922 cited
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