A model of regret, investor behavior, and market turbulence
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DOI: 10.1016/j.jet.2015.08.010
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More about this item
Keywords
Regret over inaction; Regret aversion; Bubble; Herd; Market participation; Order imbalance;All these keywords.
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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