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Asymmetric Learning from Financial Information
16 references·16 citing·41 second hopsampled
Asymmetric Learning from Financial Information (2014)Asymmetric Learning from Financial Inform…Scarcity: Why Having Too Little Means So Much (2013)Scarcity: Why Having Too Litt…Poor economics: a radical rethinking of the way to fight global poverty (2011)Poor economics: a radical ret…Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?* (2011)Depression Babies: Do Macroec…Baby Boomer retirement security: The roles of planning, financial literacy, and housing wealth (2007)Baby Boomer retirement securi…The Neural Basis of Financial Risk Taking (2005)The Neural Basis of Financial…Prospect Theory and Asset Prices (2001)Prospect Theory and Asset Pri…Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Have Individual Stocks Become…Risk Aversion and Expected-utility Theory: A Calibration Theorem (2000)Risk Aversion and Expected-ut…Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Bad News Travels Slowly: Size…The Probability Weighting Function (1998)The Probability Weighting Fun…Are Investors Reluctant to Realize Their Losses? (1998)Are Investors Reluctant to Re…A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1 (1998)A model of investor sentiment…Why Does Stock Market Volatility Change Over Time? 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(1980)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Expected stock returns and volatility (1987)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)Judgment under Uncertainty: Heuristics and Biases (1974)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The distribution of realized stock return volatility (2001)Asymmetric correlations of equity portfolios (2002)Default Risk in Equity Returns (2004)The Econometrics of Financial Markets (2012)Household Financial Management: The Connection between Knowledge and Behavior (2003)Household Finance (2006)Financial Literacy and Stock Market Participation (2007)Measuring Financial Literacy (2009)The Economic Importance of Financial Literacy: Theory and Evidence (2014)Advances in prospect theory: Cumulative representation of uncertainty (1992)Investor Psychology and Security Market Under‐ and Overreactions (1998)In Search of Attention (2011)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Investor Psychology and Asset Pricing (2001)
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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
  • n.d.A model of investor sentiment /4,073 cited
  • 1998Are Investors Reluctant to Realize Their Losses?3,721 cited
  • 1989Why Does Stock Market Volatility Change Over Time?3,433 cited
  • 1998A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.12,865 cited
  • 2000Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies2,639 cited
  • 2011Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?*2,479 cited
  • 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk2,419 cited
  • 2007Baby Boomer retirement security: The roles of planning, financial literacy, and housing wealth2,143 cited
  • 1998The Probability Weighting Function1,998 cited
  • 2001Prospect Theory and Asset Prices1,876 cited
  • 2013Scarcity: Why Having Too Little Means So Much1,704 cited
  • 2000Risk Aversion and Expected-utility Theory: A Calibration Theorem

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1,623 cited
  • 2011Poor economics: a radical rethinking of the way to fight global poverty1,428 cited
  • 2005The Neural Basis of Financial Risk Taking1,182 cited
  • Cited by

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    • 2018Low Interest Rates and Risk-Taking: Evidence from Individual Investment Decisions246 cited
    • 2016The Psychology and Neuroscience of Financial Decision Making230 cited
    • 2019Errors in probabilistic reasoning and judgment biases219 cited
    • 2020The spillover effects of MD&A disclosures for real investment: The role of industry competition215 cited
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    • 2018Errors in Probabilistic Reasoning and Judgment Biases171 cited
    • 2023Retail Trading in Options and the Rise of the Big Three Wholesalers160 cited
    • 2022The computational roots of positivity and confirmation biases in reinforcement learning128 cited
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    • 2017The Causal Effect of Stop-Loss and Take-Gain Orders on the Disposition Effect123 cited
    • 2020Belief updating: does the ‘good-news, bad-news’ asymmetry extend to purely financial domains?121 cited
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