Loss aversion, survival and asset prices
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Publication:893424
DOI10.1016/J.JET.2015.08.013zbMATH Open1369.91058OpenAlexW3123363036MaRDI QIDQ893424FDOQ893424
Authors: Liyan Yang, David A. Easley 
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.2015.08.013
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Cites Work
- Advances in prospect theory: cumulative representation of uncertainty
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- Myopic Loss Aversion and the Equity Premium Puzzle
- First order versus second order risk aversion
- Prospect theory and asset prices
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- Do Markets Favor Agents able to Make Accurate Predictions?
- Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity
- Evolution and market behavior
- Natural selection in financial markets: does it work?
- Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
- Preferences with frames: A new utility specification that allows for the framing of risks
- Asset pricing with loss aversion
- Prospect theory and market quality
Cited In (20)
- Aggregate stock market behavior and investors' low risk aversion
- Equilibrium asset pricing with Epstein-Zin and loss-averse investors
- Loss aversion and seller behavior: Evidence from the housing market
- Social contagion and the survival of diverse investment styles
- Asset pricing with loss aversion
- Ambiguity aversion in the long run: ``to disagree, we must also agree
- Loss aversion in an agent-based asset pricing model
- `Nobody is perfect': asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors
- Market selection and learning under model misspecification
- Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity
- Loss aversion, habit formation and the term structures of equity and interest rates
- Survival in speculative markets
- Prospect theory-based portfolio optimization: an empirical study and analysis using intelligent algorithms
- A new preference model that allows for narrow framing
- Survival with ambiguity
- A central limit theorem, loss aversion and multi-armed bandits
- Probability distortion and non-participation
- Herding behavior from loss aversion effect in the stock exchange of Thailand
- Prospect theory and market quality
- Loss aversion and the price of risk
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