Stocks as Lotteries: The Implications of Probability Weighting for Security Prices

Author:

Barberis Nicholas,Huang Ming

Publisher

Elsevier BV

Reference29 articles.

1. Prospect Theory and Asset Prices;N Barberis;Quarterly Journal of Economics,2001

2. Individual Preferences, Monetary Gambles, and Stock Market Participation: A Case for Narrow Framing;N Barberis;American Economic Review,2006

3. Myopic Loss Aversion and the Equity Premium Puzzle;S Benartzi;Quarterly Journal of Economics,1995

4. Diversification's Effect on Firm Value;P Berger;Journal of Financial Economics,1995

5. Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?;N Bollen;Journal of Finance,2004

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3. References;Behavioural Finance for Private Banking;2012-05-23

4. A network equilibrium model with travellers’ perception of stochastic travel times;Transportation Research Part B: Methodological;2009-07

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