Prospect theory and market quality (Q2434351): Difference between revisions

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+https://doi.org/10.1016/j.jet.2013.09.010
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+W3124963808
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+Prospect Theory and Asset Prices
@@ Property / cites work: Prospect Theory and Asset Prices / rank @@
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+Myopic Loss Aversion and the Equity Premium Puzzle
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+The Solution of Linear Difference Models under Rational Expectations
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+Social learning and costly information acquisition
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+The pricing effects of ambiguous private information
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+Insider Trading, Stochastic Liquidity, and Equilibrium Prices
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+Q4328700
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+Knowing What Others Know: Coordination Motives in Information Acquisition
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+Q3994411
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+Elementary proof that mean-variance implies quadratic utility
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+Prospect Theory: An Analysis of Decision under Risk
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+Using the generalized Schur form to solve a multivariate linear rational expectations model
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+Competitive rational expectations equilibria without apology
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+Continuous Auctions and Insider Trading
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+Prospect theory and liquidation decisions
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+Optimal research for Cournot oligopolists
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+Computing second-order-accurate solutions for rational expectation models using linear solution methods
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+Uncertainty, Information Acquisition, and Price Swings in Asset Markets
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+Liquidity and asset prices in rational expectations equilibrium with ambiguous information
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+Advances in prospect theory: cumulative representation of uncertainty
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+Information Acquisition in a Noisy Rational Expectations Economy
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+Aggregation of Information in Large Cournot Markets
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