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Decisions under risk : dispersion and skewness

Bayrak, Oben K.; Hey, John Denis - In: Journal of risk and uncertainty 61 (2020) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10012417529

Noise and bias in eliciting preferences

Hey, John Denis; Morone, Andrea; Schmidt, Ulrich - In: Journal of risk and uncertainty : JRU 39 (2009) 3, pp. 213-235

Persistent link: https://www.econbiz.de/10003934148

Dynamic decision making : what do people do?

Hey, John Denis; Panaccione, Luca - In: Journal of risk and uncertainty : JRU 42 (2011) 2, pp. 85-123

Persistent link: https://www.econbiz.de/10009266904

Are preference reversals errors? : An experimental investigation

Schmidt, Ulrich; Hey, John Denis - In: Journal of risk and uncertainty : JRU 29 (2004) 3, pp. 207-218

Persistent link: https://www.econbiz.de/10002474220

Which error story is best?

Carbone, Enrica; Hey, John Denis - In: Journal of risk and uncertainty : JRU 20 (2000) 2, pp. 161-176

Persistent link: https://www.econbiz.de/10001487697

Risk and choice : a research saga

Gollier, Christian; Hammitt, James K.; Treich, Nicolas - In: Journal of risk and uncertainty : JRU 47 (2013) 2, pp. 129-145

Persistent link: https://www.econbiz.de/10010222381

Dynamic inconsistency under ambiguity : an experiment

Caferra, Rocco; Hey, John Denis; Morone, Andrea; … - In: Journal of risk and uncertainty 67 (2023) 3, pp. 215-238

Persistent link: https://www.econbiz.de/10014502508

Whom should we believe? : Aggregation of heterogeneous beliefs

Gollier, Christian - In: Journal of risk and uncertainty : JRU 35 (2007) 2, pp. 107-127

Persistent link: https://www.econbiz.de/10003608848

Stock return predictability and variance risk premia : statistical inference and international evidence

Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 633-661

Persistent link: https://www.econbiz.de/10010487089

Good Jumps, Bad Jumps, and Conditional Equity Premium

Guo, Hui - 2019

We uncover significant asymmetric effects of realized jump risks on conditional equity premium. Negative or ``bad'' (positive or ``good'') jumps predict a rising (falling) near-term equity premium. The signed jump risk measures remain statistically significant even when we control for the...

Persistent link: https://www.econbiz.de/10012904660