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A note on risk aversion and he...
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Portfolio inertia and stock market fluctuations
Bilias, Yannis
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2006
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What can we learn from 123 years of stock market fluctuations? : processes of mean aversion and reversion
He, Ling T.
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The journal of investing
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Risk preferences, investor sentiment and lottery stocks : a stochastic dominance approach
Fong, Wai-mun
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Heterogeneous background risks and portfolio choice : evidence from micro-level data
Palia, Darius
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Qi, Yaxuan
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Wu, Yangru
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2014
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Aggregate stock market behavior and investors' low risk aversion
Li, George
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Optimal portfolio choice under loss aversion
Berkelaar, Arjan B.
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Kouwenberg, Roy
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Post, Thierry
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The review of economics and statistics
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2004
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Conditional market comovements, welfare, and contagions : the role of time-varying risk aversion
Chue, Timothy K.
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2005
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The share market boom and the recent disinflation in the OECD countries : the tax-effects, the inflation-illusion and the risk-aversion hypothesis reconsidered
Madsen, Jakob Brøchner
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The quarterly review of economics and finance : journal …
42
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2002
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Luxury goods and the equity premium
Aït-Sahalia, Yacine
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Parker, Jonathan A.
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Yogo, Motohiro
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2001
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Luxury goods and the equity premium
Aït-Sahalia, Yacine
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Parker, Jonathan A.
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Yogo, Motohiro
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2002
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