Myopic loss aversion, disappointment aversion, and the equity premium puzzle

Author:

Fielding David,Stracca Livio

Publisher

Elsevier BV

Subject

Organizational Behavior and Human Resource Management,Economics and Econometrics

Reference23 articles.

1. Why stocks may disappoint;Ang;Journal of Financial Economics,2005

2. Prospect theory and asset prices;Barberis;Quarterly Journal of Economics,2000

3. Myopic loss aversion and the equity premium puzzle;Benartzi;Quarterly Journal of Economics,1995

4. Bray, M., Goodhart, C., 2002. You might as well be hung for a sheep as a lamb: the loss function of an agent. LSE discussion paper 418.

5. Survival;Brown;Journal of Finance,1995

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2. Preference for Consumption Predictability and the Equity Premium Puzzle;2024

3. Generalist CEO and carbon emissions;Journal of Economic Behavior & Organization;2023-09

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5. Omnichannel retailing return operations with consumer disappointment aversion;Operations Research Perspectives;2022

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