Loss aversion, asymmetric market comovements, and the home bias-Reference-Cited by-同舟云学术

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Loss aversion, asymmetric market comovements, and the home bias

Published:2010-11 Issue:7 Volume:29 Page:1303-1320
ISSN:0261-5606
Container-title:Journal of International Money and Finance
language:en
Short-container-title:Journal of International Money and Finance

Author:

Amonlirdviman Kevin,Carvalho Carlos

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference19 articles.

1. Equity Home Bias: a Disappearing Phenomenon;Amadi,2004

2. International asset allocation with regime shifts;Ang;Review of Financial Studies,2002

3. Prospect theory and asset prices;Barberis;Quarterly Journal of Economics,2001

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

5. Systemic risk and international portfolio choice;Das;Journal of Finance,2004

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