A model of regret, investor behavior, and market turbulence

DOI10.1016/J.JET.2015.08.010zbMATH Open1369.91046OpenAlexW1276814427MaRDI QIDQ893402FDOQ893402

Jie Qin

Publication date: 19 November 2015

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2015.08.010

zbMATH Keywords

bubblemarket participationregret aversionherdorder imbalanceregret over inaction

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

Cites Work

• Title not available (Why is that?)
• Churning Bubbles
• Bubbles and Crashes
• Prospect Theory: An Analysis of Decision under Risk
• Regret aversion and opportunity dependence
• Regret in Decision Making under Uncertainty
• Conditioning and Aggregation of Preferences
• Disappointment in Decision Making Under Uncertainty
• Disappointment and Dynamic Consistency in Choice under Uncertainty
• Finite bubbles with short sale constraints and asymmetric information
• A robust model of bubbles with multidimensional uncertainty
• Anticipating Regret: Why Fewer Options May Be Better
• Simple Finite Horizon Bubbles Robust to Higher Order Knowledge
• Transitive regret over statistically independent lotteries
• Some implications of a more general form of regret theory
• Regret theory with general choice sets
• Rational panics and stock market crashes.
• Market Crashes and Informational Avalanches
• Regret, portfolio choice, and guarantees in defined contribution schemes
• Behavioral aspects of arbitrageurs in timing games of bubbles and crashes

Cited In (1)

• An equilibrium model of the supply chain network under multi-attribute behaviors analysis

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