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Consumption-Based Asset Pricing with Loss Aversion
16 references·0 citing·36 second hop
Consumption-Based Asset Pricing with Loss Aversion (2012)Consumption-Based Asset Pricing with Loss…A Model of Reference-Dependent Preferences (2006)A Model of Reference-Dependen…Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Prospect Theory and Asset Prices (2001)Prospect Theory and Asset Pri…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…Conditional Skewness in Asset Pricing Tests (2000)Conditional Skewness in Asset…Well-being : the foundations of hedonic psychology (1999)Well-being : the foundations …By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…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 …The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …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 …The capital asset pricing model: Some empirical tests (1972)The capital asset pricing mod…Capital Market Equilibrium with Restricted Borrowing (1972)Capital Market Equilibrium wi…Asset Prices in an Exchange Economy (1978)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Dual Theory of Choice under Risk (1987)Dynamic Asset Pricing Theory. (1993)Investor Psychology and Asset Pricing (2001)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)Conservation of resources: A new attempt at conceptualizing stress. (1989)Subjective well-being: Three decades of progress. (1999)On Happiness and Human Potentials: A Review of Research on Hedonic and Eudaimonic Well-Being (2001)The role of positive emotions in positive psychology: The broaden-and-build theory of positive emotions. (2001)Stress: Appraisal and Coping (2013)The equity premium: A puzzle (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Presidential Address: Discount Rates (2011)Value and Momentum Everywhere (2013)… and the Cross-Section of Expected Returns (2015)Risk, Ambiguity, and the Savage Axioms (1961)The Framing of Decisions and the Psychology of Choice (1981)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)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)A five-factor asset pricing model (2014)The arbitrage theory of capital asset pricing (1976)Investor Psychology and Security Market Under‐ and Overreactions (1998)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)
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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
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1999Well-being : the foundations of hedonic psychology7,445 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 1972Capital Market Equilibrium with Restricted Borrowing3,097 cited
  • 2000Conditional Skewness in Asset Pricing Tests2,837 cited
  • 2006A Model of Reference-Dependent Preferences2,726 cited
  • 1972The capital asset pricing model: Some empirical tests2,705 cited
  • 1995Myopic Loss Aversion and the Equity Premium Puzzle2,486 cited
  • 2001Prospect Theory and Asset Prices1,876 cited

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  • 1993Myopic Loss Aversion and the Equity Premium Puzzle1,799 cited
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