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Terrorist attacks and investor risk preference: Evidence from mutual fund flows
16 references·16 citing·43 second hopsampled
Terrorist attacks and investor risk preference: Evidence from mutual fund flows (2020)Terrorist attacks and investor risk prefe…Expectations of Returns and Expected Returns (2014)Expectations of Returns and E…Salience Theory of Choice Under Risk (2012)Salience Theory of Choice Und…Risk Aversion, Wealth, and Background Risk (2008)Risk Aversion, Wealth, and Ba…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…Psychological Sequelae of the September 11 Terrorist Attacks in New York City (2002)Psychological Sequelae of the…Psychological Reactions to Terrorist Attacks (2002)Psychological Reactions to Te…Prospect Theory and Asset Prices (2001)Prospect Theory and Asset Pri…Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000)Portfolio Choice and Asset Pr…Emotions in Economic Theory and Economic Behavior (2000)Emotions in Economic Theory a…Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Home Bias at Home: Local Equi…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Prospective Study of Posttraumatic Stress Disorder and Depression Following Trauma (1998)Prospective Study of Posttrau…Stock prices and the Wall Street weather (1993)Stock prices and the Wall Str…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…THE DEMAND FOR RISKY ASSETS (1977)THE DEMAND FOR RISKY ASSETSSustainability Preferences Under Stress: Evidence from COVID-19 (2022)Sustainability Preferences Un…Why retail investors traded equity during the pandemic? An application of artificial neural networks to examine behavioral biases (2021)Why retail investors traded e…The impact of COVID-19 on the stock market crash risk in China (2021)The impact of COVID-19 on the…Terrorism and green innovation in renewable energy (2021)Terrorism and green innovatio…Music Sentiment and Stock Returns Around the World (2021)Music Sentiment and Stock Ret…High policy uncertainty and low implied market volatility: An academic puzzle? (2021)High policy uncertainty and l…Does geopolitical risk matter for corporate investment? Evidence from emerging countries in Asia (2021)Does geopolitical risk matter…Do climate risks matter for green investment? (2021)Do climate risks matter for g…Terrorist Attacks, Managerial Sentiment, and Corporate Disclosures (2020)Terrorist Attacks, Managerial…Terrorist attacks, investor sentiment, and the pricing of initial public offerings (2020)Terrorist attacks, investor s…Terrorist Attacks, Analyst Sentiment, and Earnings Forecasts (2020)Terrorist Attacks, Analyst Se…Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns (2020)Predictability of GCC stock r…Natural disasters and risk aversion (2020)Natural disasters and risk av…COVID-19 Pandemic and Stock Market Response: A Culture Effect (2020)COVID-19 Pandemic and Stock M…COVID-19 and investor behavior (2020)COVID-19 and investor behaviorThe impact of terrorist attacks in G7 countries on international stock markets and the role of investor sentiment (2019)The impact of terrorist attac…The MOS social support survey (1991)Posttraumatic Stress Disorder in the National Comorbidity Survey (1995)Sex differences in trauma and posttraumatic stress disorder: A quantitative review of 25 years of research. (2006)Diagnostic and Statistical Manual of Mental Disorders (2013)Prevalence of Depression Symptoms in US Adults Before and During the COVID-19 Pandemic (2020)Risk and resilience in family well-being during the COVID-19 pandemic. (2020)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)Feeling and thinking: Preferences need no inferences. (1980)Regret Theory: An Alternative Theory of Rational Choice Under Uncertainty (1982)Investor Psychology and Asset Pricing (2001)Risk as feelings. (2001)Good Day Sunshine: Stock Returns and the Weather (2003)The Adaptive Markets Hypothesis (2004)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)X-CAPM: An extrapolative capital asset pricing model (2014)Diagnostic Expectations and Credit Cycles (2017)Manager sentiment and stock returns (2018)Prospect Theory: An Analysis of Decision under Risk (1979)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Thirty Years of Prospect Theory in Economics: A Review and Assessment (2013)Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows (2017)Human Decisions and Machine Predictions (2017)Increasing Returns and Economic Geography (1990)Does Distance Still Matter? The Information Revolution in Small Business Lending (2002)Information and the Cost of Capital (2004)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)Who Gambles in the Stock Market? (2009)In Search of Attention (2011)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Fairness and Retaliation: The Economics of Reciprocity (2000)Presidential Address: Discount Rates (2011)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,550 cited
  • 1999Home Bias at Home: Local Equity Preference in Domestic Portfolios2,898 cited
  • 2002Psychological Sequelae of the September 11 Terrorist Attacks in New York City1,904 cited
  • 2001Prospect Theory and Asset Prices1,876 cited
  • 2000Emotions in Economic Theory and Economic Behavior1,359 cited
  • 2012Salience Theory of Choice Under Risk1,309 cited
  • 2014Expectations of Returns and Expected Returns1,187 cited
  • 2002Psychological Reactions to Terrorist Attacks1,133 cited
  • 2008Risk Aversion, Wealth, and Background Risk1,054 cited
  • 1977THE DEMAND FOR RISKY ASSETS1,052 cited
  • 2000Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk1,042 cited
  • 1998Prospective Study of Posttraumatic Stress Disorder and Depression Following Trauma997 cited

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  • 1993Stock prices and the Wall Street weather831 cited
  • Cited by

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    • 2022Sustainability Preferences Under Stress: Evidence from COVID-19161 cited
    • 2021Does geopolitical risk matter for corporate investment? Evidence from emerging countries in Asia159 cited
    • 2020Terrorist Attacks, Analyst Sentiment, and Earnings Forecasts151 cited
    • 2020Natural disasters and risk aversion150 cited
    • 2021Music Sentiment and Stock Returns Around the World142 cited
    • 2020Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns120 cited
    • 2021High policy uncertainty and low implied market volatility: An academic puzzle?92 cited
    • 2019The impact of terrorist attacks in G7 countries on international stock markets and the role of investor sentiment82 cited
    • 2021Why retail investors traded equity during the pandemic? An application of artificial neural networks to examine behavioral biases82 cited
    • 2021Do climate risks matter for green investment?74 cited
    • 2020Terrorist Attacks, Managerial Sentiment, and Corporate Disclosures61 cited
    • 2020Terrorist attacks, investor sentiment, and the pricing of initial public offerings61 cited