Prospect theory for stock markets : empirical evidence with time-series data
Year of publication: |
2009
|
---|---|
Authors: | Zhang, Wenlang ; Semmler, Willi |
Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 72.2009, 3, p. 835-849
|
Subject: | Prospect Theory | Prospect theory | Risikoaversion | Risk aversion | CAPM |
-
Time-varying risk attitude and behavioral asset pricing
Hayaki, Shoka, (2020)
-
Skewness preferences, asset prices and investor sentiment
Blau, Benjamin, (2017)
-
Market equilibrium and the cost of capital with heterogeneous investment horizons
Levy, Moshe, (2024)
- More ...
-
Nonlinear Phillips curves, endogenous NAIRU and monetary policy
Semmler, Willi, (2006)
-
Asset price volatility and monetary policy rules : dynamic model and empirical evidence
Semmler, Willi, (2007)
-
Monetary policy rules under uncertainty : empirical evidence, adaptive learning, and robust control
Zhang, Wenlang, (2005)
- More ...