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Expectations-Based Reference-Dependent Preferences And Asset Pricing

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  • Michaela Pagel

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  • Michaela Pagel, 2016. "Expectations-Based Reference-Dependent Preferences And Asset Pricing," Journal of the European Economic Association, European Economic Association, vol. 14(2), pages 468-514, April.
    • Handle: RePEc:bla:jeurec:v:14:y:2016:i:2:p:468-514
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    File URL: http://hdl.handle.net/10.1111/jeea.2016.14.issue-2
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    Citations

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    Cited by:

    1. Juanjuan Meng & Xi Weng, 2018. "Can Prospect Theory Explain the Disposition Effect? A New Perspective on Reference Points," Management Science, INFORMS, vol. 64(7), pages 3331-3351, July.
    2. Taisuke Imai & Klaus M. Schmidt, 2023. "Loss Aversion," ISER Discussion Paper 1218, Institute of Social and Economic Research, Osaka University.
    3. von Wangenheim, Jonas, 2019. "English versus Vickrey auctions with loss averse bidders," Discussion Papers 2019/1, Free University Berlin, School of Business & Economics.
    4. Macera, Rosario, 2018. "Intertemporal incentives under loss aversion," Journal of Economic Theory, Elsevier, vol. 178(C), pages 551-594.
    5. Jetlir Duraj & Kevin He, 2019. "Dynamic Information Design with Diminishing Sensitivity Over News," Papers 1908.00084, arXiv.org, revised Jan 2023.
    6. Foellmi, Reto & Jaeggi, Adrian & Rosenblatt-Wisch, Rina, 2019. "Loss aversion at the aggregate level across countries and its relation to economic fundamentals," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
    7. Mark Schneider, 2019. "A Bias Aggregation Theorem," Working Papers 19-03, Chapman University, Economic Science Institute.
    8. von Wangenheim, Jonas, 2021. "English versus Vickrey auctions with loss-averse bidders," Journal of Economic Theory, Elsevier, vol. 197(C).
    9. Pagel, Michaela, 2019. "Prospective gain-loss utility: Ordered versus separated comparison," Journal of Economic Behavior & Organization, Elsevier, vol. 168(C), pages 62-75.
    10. Benjamin Balzer & Antonio Rosato, 2021. "Expectations-Based Loss Aversion in Auctions with Interdependent Values: Extensive vs. Intensive Risk," Management Science, INFORMS, vol. 67(2), pages 1056-1074, February.
    11. Ai, Jing & Zhao, Lin & Zhu, Wei, 2018. "Portfolio choice in personal equilibrium," Economics Letters, Elsevier, vol. 170(C), pages 163-167.
    12. Balzer, Benjamin & Rosato, Antonio & von Wangenheim, Jonas, 2022. "Dutch vs. first-price auctions with expectations-based loss-averse bidders," Journal of Economic Theory, Elsevier, vol. 205(C).
    13. Freeman, David J., 2017. "Preferred personal equilibrium and simple choices," Journal of Economic Behavior & Organization, Elsevier, vol. 143(C), pages 165-172.
    14. Taisuke Imai & Klaus Schmidt, 2023. "Loss Aversion," Rationality and Competition Discussion Paper Series 461, CRC TRR 190 Rationality and Competition.
    15. Luca De Gennaro Aquino & Xuedong He & Moris Simon Strub & Yuting Yang, 2024. "Reference-dependent asset pricing with a stochastic consumption-dividend ratio," Papers 2401.12856, arXiv.org.
    16. Zhiting Wu, 2024. "The sensitivity of risk premiums to the elasticity of intertemporal substitution," Financial Management, Financial Management Association International, vol. 53(2), pages 353-390, June.
    17. Li, Meng, 2023. "Loss aversion and inefficient general equilibrium over the business cycle," Economic Modelling, Elsevier, vol. 118(C).
    18. Liyan Yang, 2019. "Loss Aversion in Financial Markets," The Journal of Mechanism and Institution Design, Society for the Promotion of Mechanism and Institution Design, University of York, vol. 4(1), pages 119-137, November.
    19. von Wangenheim, Jonas, 2017. "English versus Vickrey Auctions with Loss Averse Bidders," Rationality and Competition Discussion Paper Series 48, CRC TRR 190 Rationality and Competition.

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