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Capital gains overhang with a dynamic reference point

Riley, Christopher; Summers, Barbara; Duxbury, Darren - In: Management science : journal of the Institute for … 66 (2020) 10, pp. 4726-4745

Persistent link: https://www.econbiz.de/10012305288

Anchoring-adjusted capital asset pricing model

Siddiqi, Hammad - In: The journal of behavioral finance : a publication of … 19 (2018) 3, pp. 249-270

Persistent link: https://www.econbiz.de/10012009679

New evidence on economic policy uncertainty and equity premium

Li, Xiaoming - In: Pacific-Basin finance journal 46 (2017), pp. 41-56

Persistent link: https://www.econbiz.de/10011800916

Stable paretian distribution, return generating processes and habit formation : the implication for equity premium puzzle

Fu, Qi; So, Jacky C.; Li, Xiaotong - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10014491994

Loss Aversion with a State-Dependent Reference Point

Giorgi, Enrico G. De; Post, Thierry - In: Management Science 57 (2011) 6, pp. 1094-1110

This study investigates reference-dependent choice with a stochastic, state-dependent reference point. The optimal reference-dependent solution equals the optimal consumption solution (no loss aversion) if the reference point is selected fully endogenously. Given that loss aversion is...

Persistent link: https://www.econbiz.de/10009191352