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Looking for evidence of time-inconsistent preferences in asset market data

Kocherlakota, Narayana Rao - In: Federal Reserve Bank of Minneapolis quarterly review 25 (2001) 3, pp. 13-24

Persistent link: https://www.econbiz.de/10001615932

Asset Pricing with Dynamically Inconsistent Agents

Khapko, Mariana - 2016

This paper develops a framework to study general equilibrium implications for an economy in which agents are allowed to have dynamically inconsistent time and risk preferences. This framework accommodates, but is not limited to, the following settings: (1) non-exponential discounting; (2)...

Persistent link: https://www.econbiz.de/10012980965

Asset pricing with dynamically inconsistent agents

Khapko, Mariana - In: Finance and stochastics 27 (2023) 4, pp. 1017-1046

Persistent link: https://www.econbiz.de/10014426412

Fright or freeze? : individual differences in investors' motivational systems and trading in experimental asset markets

Mühlfeld-Kerstan, Katrin; Weitzel, Utz; … - In: Journal of economic psychology : research in economic … 34 (2013), pp. 195-209

Persistent link: https://www.econbiz.de/10009713872

Marketing decisions with reference price effect

Zhang, Juzhi; Zhou, Erfeng; Gou, Qinglong; Li, Susan - 2014

Persistent link: https://www.econbiz.de/10010369869

Decision rules and their influence on asset prices

Trifan, Emanuela (contributor) - 2004

practical decision rules have on asset process. The users of practical decision rules have incomplete information at their …. The users of practical decision rules affect the periodical ask and bid prices in two ways: by means of the precision of …