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Are Under- and Over-reaction the Same Matter? A Price Inertia based Account
Lin, Shengle; Rassenti, Stephen - Economic Science Institute (ESI), Argyros School of … - 2010
Theories on under- and over-reaction in asset prices fall into three types: (1) they are respectively driven by … identified to drive under- or over-reaction in particular; (3) price deviation from expected payoff cannot be justified by risk … over-reaction is caused by slow adjustment of prices to surprises, similar to the cause of under-reaction. It is the degree …
Persistent link: https://www.econbiz.de/10008595955
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Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments
Bossaerts, Peter; Plott, Charles; Zame, William R. - 2003
Many tests of asset pricing models address only the pricing predictions — but these pricing predictions rest on portfolio choice predictions which seem obviously wrong. This paper suggests a new approach to asset pricing and portfolio choices, based on unobserved heterogeneity. This approach...
Persistent link: https://www.econbiz.de/10005162941
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Punishment with uncertain outcomes in the prisoner's dilemma
Dürsch, Peter; Servátka, Maroš - 2009
This paper experimentally investigates whether risk-averse individuals punish less if the outcome of punishment is uncertain than when it is certain. Our design includes three treatments: Baseline in which the one-shot prisoner’s dilemma game is played; Certain Punishment in which the...
Persistent link: https://www.econbiz.de/10003863017
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Do student evaluations of teaching depend on the distribution of expected grade?
Matos Díaz, Horacio; Ragan, James Francis - In: Education economics 18 (2010) 3, pp. 317-330
Persistent link: https://www.econbiz.de/10008797195
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Another look at the equity risk premium puzzle
Bamberg, Günter; Heiden, Sebastian - In: German economic review 16 (2015) 4, pp. 490-501
Persistent link: https://www.econbiz.de/10011392268
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Intertemporal elasticity of substitution and risk aversion : are they related empirically?
Yagihashi, Takeshi; Du, Juan - In: Applied economics 47 (2015) 13/15, pp. 1588-1605
Persistent link: https://www.econbiz.de/10010512012
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The impact of entrepreneurial risk aversion on wages in general equilibrium
Feng, Ying; Rauch, James E. - 2015
One of the leading theories of entrepreneurship is that less risk averse individuals become entrepreneurs and more risk averse individuals become their employees. Kihlstrom and Laffont (1979) formalized this insight in an elegant and widely taught general equilibrium model. However, their model...
Persistent link: https://www.econbiz.de/10010519937
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Monotonicity of the selling price of information with risk aversion in two action decision problems
Bakir, Niyazi Onur - In: Central European journal of economic modelling and … 7 (2015) 2, pp. 71-90
Persistent link: https://www.econbiz.de/10011429741
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The role of corruption and risk aversion in entrepreneurial intentions
Costa, Luciana de Andrade; Mainardes, Emerson Wagner - In: Applied economics letters 23 (2016) 4/6, pp. 290-293
Persistent link: https://www.econbiz.de/10011430467
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Parimutuel contests with strategic risk-sensitive bettors
Geertsema, Paul; Schumacher, Christoph Rainer - In: Applied economics 48 (2016) 10/12, pp. 1140-1158
Persistent link: https://www.econbiz.de/10011432934