Similar Search Results

Myopic loss aversion and the equity premium puzzle reconsidered

Durand, Robert B.; Lloyd, Paul; Hong, Wee Tee - In: Finance research letters 1 (2004) 3, pp. 171-177

Persistent link: https://www.econbiz.de/10003307285

Willingness to pay and the demand for lotto

Wang, Ren-Hong; Tzeng, Larry Y.; Tien, Junji - In: Applied economics 38 (2006) 10, pp. 1207-1216

Persistent link: https://www.econbiz.de/10003336904

Ex ante contracting with inequity aversion

Choi, Kangsik - In: Applied economics 39 (2007) 7/9, pp. 1139-1145

Persistent link: https://www.econbiz.de/10003484350

Disentangling risk aversionand intertemporal substitution through a reference level

Garcia, René; Renault, Eric; Semenov, Andrei - In: Finance research letters 3 (2006) 3, pp. 181-193

Persistent link: https://www.econbiz.de/10003374037

A simulation-based algorithm for American executive stock option valuation

León Valle, Ángel Manuel; Vaello-Sebastià, Antoni - In: Finance research letters 7 (2010) 1, pp. 14-23

Persistent link: https://www.econbiz.de/10003972383

Risk aversion, order strategy and price formation

Wang, Ming-Chang; Zu, Lon-Ping; Kuo, Chau-jung - In: Applied economics 42 (2010) 4/6, pp. 627-640

This article provides a model of order-submission strategy and price formation by analysing the optimal behaviour of risk-averse uninformed traders. According to our inference, the market dynamically adjusts the bid/ask at any moment to generate enough price improvement return in order to cover...

Persistent link: https://www.econbiz.de/10003952148

An examination on the cost efficiency of the banking industry under multiple output prices' uncertainty

Huang, Tai-hsin; Liao, Ying-ting; Chiang, Li-chih - In: Applied economics 42 (2010) 7/9, pp. 1169-1182

Persistent link: https://www.econbiz.de/10003992003

Hedging for multi-period downside risk in the presence of jump dynamics and conditional heteroskedasticity

Lee, Ming-chih; Hung, Jui-cheng - In: Applied economics 39 (2007) 16/18, pp. 2403-2412

Persistent link: https://www.econbiz.de/10003590359

Investment option under CIR interest rates

Carmona, Julio; León Valle, Ángel Manuel - In: Finance research letters 4 (2007) 4, pp. 242-253

Persistent link: https://www.econbiz.de/10003702518

A heterogeneous model of disposition effect

Hung, Mao-Wei; Yu, Hsiao-yuan - In: Applied economics 38 (2006) 18, pp. 2147-2157

Persistent link: https://www.econbiz.de/10003385844

1
2
3
4
5
6
7
8
9
10
Next
Last