Narrow search
Showing 1 - 10 of 42,915
Cover Image
The long and short of it : why are stocks with shorter runs preferred?
Raghubir, Priya; Das, Sanjiv R. - In: Journal of consumer research : JCR ; an … 36 (2009/10) 6, pp. 964-982
Persistent link: https://www.econbiz.de/10003962679
Cover Image
Information distribution and attitudes toward risk in an experimental market of risky assets
Bodoff, David; Levevq, Hugo; Zhang, Hongtao - 2005
Persistent link: https://www.econbiz.de/10003279542
Cover Image
Safety in numbers : why the mere physical presence of others affects risk-taking behaviors
Chou, Eileen Y.; Nordgren, Loran F. - In: Journal of behavioral decision making 30 (2017) 3, pp. 671-682
Persistent link: https://www.econbiz.de/10011690662
Cover Image
Information aversion
Andries, Marianne; Haddad, Valentin - In: Journal of political economy 128 (2020) 5, pp. 1901-1939
Persistent link: https://www.econbiz.de/10012417003
Cover Image
Information aversion
Andries, Marianne; Haddad, Valentin - 2017
Persistent link: https://www.econbiz.de/10011765181
Cover Image
Relative concave utility for risk and ambiguity
Baillon, Aurélien; Driesen, Bram; Wakker, Peter P. - In: Games and economic behavior 75 (2012) 2, pp. 481-489
Persistent link: https://www.econbiz.de/10009621903
Cover Image
Risk aversion and favourite-longshot bias in a competitive fixed-odds betting market
Whelan, Karl - In: Economica 91 (2024) 361, pp. 188-209
Persistent link: https://www.econbiz.de/10014438599
Cover Image
Skewness and its impact on financial markets
Regele, Tobias Ulrich Joachim - 2015
Persistent link: https://www.econbiz.de/10011443065
Cover Image
Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households
Kabir, M. Humayun; Shakur, Shamim - In: Applied financial economics 24 (2014) 7/9, pp. 495-503
Persistent link: https://www.econbiz.de/10010401955
Cover Image
Price adjustment to news with uncertain precision
Hautsch, Nikolaus (contributor); Hess, Dieter (contributor);  … - 2008
Bayesian learning provides a core concept of information processing in financial markets. Typically it is assumed that market participants perfectly know the quality of released news. However, in practice, news' precision is rarely disclosed. Therefore, we extend standard Bayesian learning...
Persistent link: https://www.econbiz.de/10003693046