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Cognition, optimism and the formation of age-dependent survival beliefs
Grevenbrock, Nils; Groneck, Max; Ludwig, Alexander; … - 2019
-shaped probability weighting functions. Our estimates suggest that implied measures for cognitive weakness and relative pessimism …: cognitive weakness rather than optimism is an increasingly important contributor to overestimation of survival chances in old …
Persistent link: https://www.econbiz.de/10012062116
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Cognition, optimism and the formation of age-dependent survival beliefs
Grevenbrock, Nils; Groneck, Max; Ludwig, Alexander; … - 2020
Persistent link: https://www.econbiz.de/10012219145
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A reappraisal of the causal relationship between sentiment proxies and stock returns
Reis, Pedro M. Nogueira; Pinho, Carlos - In: The journal of behavioral finance : a publication of … 22 (2021) 4, pp. 420-442
Persistent link: https://www.econbiz.de/10012649945
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Cognition, optimism and the formation of age-dependent survival beliefs
Grevenbrock, Nils; Groneck, Max; Ludwig, Alexander; … - 2020
-shaped probability weighting functions. Our estimates suggest that implied measures for cognitive weakness increase and relative optimism … decrease with age. We document that direct measures of cognitive weakness and optimism share these trends. Our regression … finding is that cognitive weakness rather than optimism is an increasingly important contributor to the well …
Persistent link: https://www.econbiz.de/10012303266
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The weakening value premium in the Australian and New Zealand stock markets
Chung, Yi-Tsai; Hsu, Chuan-Hao; Ke, Mei-chu; Liaob, … - In: Pacific-Basin finance journal 36 (2016), pp. 123-133
Persistent link: https://www.econbiz.de/10011668767
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Time-varying market price of risk and investor sentiment : evidence from a multivariate GARCH model
Johnk, David W.; Soydemir, Gökçe A. - In: The journal of behavioral finance : a publication of … 16 (2015) 2, pp. 105-119
Persistent link: https://www.econbiz.de/10011333691
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A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets
Ignatieva, Ekaterina - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 5, pp. 483-505
Persistent link: https://www.econbiz.de/10010461199
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On practitioners closed-form GARCH option pricing
Mozumder, Sharif; Frijns, Bart; Talukdar, Bakhtear; … - In: International review of financial analysis 94 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
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An investigation of investors’ estimates of returns earned and the effect of anchoring on these estimations
Dowie, G; Willows, G. - In: South African journal of accounting research 30 (2016) 1/2, pp. 29-40
Persistent link: https://www.econbiz.de/10011688822
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So sue me! : the cross section of stock returns related to patent infringement allegations
Bereskin, Fred; Hsu, Po-Hsuan; Latham, William R.; … - In: Journal of banking & finance 148 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014248279