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Prospect theory and liquidation decisions

Citations

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Cited by:

  1. Shoji, Isao & Kanehiro, Sumei, 2016. "Disposition effect as a behavioral trading activity elicited by investors' different risk preferences," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 104-112.
  2. Lin, Mei-Chen & Chou, Pin-Huang, 2011. "Prospect theory and the effectiveness of price limits," Pacific-Basin Finance Journal, Elsevier, vol. 19(3), pages 330-349, June.
  3. Zhang, Jinping & Zhou, Lei & Zou, Zhentao, 2024. "Robust dynamic trading with realization utility," Economics Letters, Elsevier, vol. 244(C).
  4. Vicky Henderson & Jonathan Muscat, 2020. "Partial liquidation under reference-dependent preferences," Finance and Stochastics, Springer, vol. 24(2), pages 335-357, April.
  5. Yan Li & Liyan Yang, 2013. "Asset-Pricing Implications of Dividend Volatility," Management Science, INFORMS, vol. 59(9), pages 2036-2055, September.
  6. Carolin Bock & Maximilian Schmidt, 2015. "Should I stay, or should I go? – How fund dynamics influence venture capital exit decisions," Review of Financial Economics, John Wiley & Sons, vol. 27(1), pages 68-82, November.
  7. Yao, Jing & Li, Duan, 2013. "Prospect theory and trading patterns," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 2793-2805.
  8. Darby, Julia & Zhang, Hai & Zhang, Jinkai, 2021. "Institutional trading in volatile markets: Evidence from Chinese stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 65(C).
  9. Vicky Henderson & David Hobson & Matthew Zeng, 2023. "Cautious stochastic choice, optimal stopping and deliberate randomization," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(3), pages 887-922, April.
  10. Choi, Darwin, 2019. "Disposition sales and stock market liquidity," Journal of Financial Markets, Elsevier, vol. 45(C), pages 19-36.
  11. Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2020. "Spanning analysis of stock market anomalies under prospect stochastic dominance," Working Papers unige:134101, University of Geneva, Geneva School of Economics and Management.
  12. Bolton, Patrick & Wang, Neng & Yang, Jinqiang, 2019. "Investment under uncertainty with financial constraints," Journal of Economic Theory, Elsevier, vol. 184(C).
  13. Nicholas Barberis & Wei Xiong, 2009. "What Drives the Disposition Effect? An Analysis of a Long‐Standing Preference‐Based Explanation," Journal of Finance, American Finance Association, vol. 64(2), pages 751-784, April.
  14. Pasquariello, Paolo, 2014. "Prospect Theory and market quality," Journal of Economic Theory, Elsevier, vol. 149(C), pages 276-310.
  15. Min‐Hua Kuo & Shaw K. Chen, 2012. "Prospect theory and disposition patterns: evidence from Taiwan investors," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 29(1), pages 43-51, March.
  16. Jakusch, Sven Thorsten & Meyer, Steffen & Hackethal, Andreas, 2019. "Taming models of prospect theory in the wild? Estimation of Vlcek and Hens (2011)," SAFE Working Paper Series 146, Leibniz Institute for Financial Research SAFE, revised 2019.
  17. Eom, Yunsung, 2018. "The opposite disposition effect: Evidence from the Korean stock index futures market," Finance Research Letters, Elsevier, vol. 26(C), pages 261-265.
  18. Thorsten Hens & Martin Vlcek, 2006. "Does Prospect Theory Explain the Disposition Effect?," IEW - Working Papers 262, Institute for Empirical Research in Economics - University of Zurich.
  19. Bock, Carolin & Schmidt, Maximilian, 2015. "Should I stay, or should I go? – How fund dynamics influence venture capital exit decisions," Review of Financial Economics, Elsevier, vol. 27(C), pages 68-82.
  20. Helen Bao & Chunming Meng, 2017. "Loss Aversion and Residential Property Development Decisions in China: A Semi-Parametric Estimation," ERES eres2017_156, European Real Estate Society (ERES).
  21. Jonathan E. Ingersoll Jr. & Lawrence J. Jin, 2014. "Realization Utility with Reference-Dependent Preferences," Papers 1408.2859, arXiv.org.
  22. Enrico Giorgi & Thorsten Hens, 2006. "Making prospect theory fit for finance," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 20(3), pages 339-360, September.
  23. Bao, Helen X. H. & Meng, Charlotte Chunming, 2017. "Loss Aversion and Residential Property Development Decisions in the People’s Republic of China: A Semi-Parametric Estimation," ADBI Working Papers 640, Asian Development Bank Institute.
  24. Wennberg, Karl & Wiklund, Johan & DeTienne, Dawn R. & Cardon, Melissa S., 2010. "Reconceptualizing entrepreneurial exit: Divergent exit routes and their drivers," Journal of Business Venturing, Elsevier, vol. 25(4), pages 361-375, July.
  25. Wennberg, Karl & Wiklund, Johan & Hellerstedt, Karin & Nordqvist, Mattias, 2011. "Implications of Intra-Family and External Ownership Transfer Of Family Firms: Short Term and Long Term Performance," Ratio Working Papers 172, The Ratio Institute.
  26. Boolell-Gunesh S. & Broihanne M-H. & Merli M., 2008. "Are French Individual Investors reluctant to realize their losses?," Working Papers of LaRGE Research Center 2008-09, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
  27. Allen, Franklin & Vayanos, Dimitri & Vives, Xavier, 2014. "Introduction to financial economics," Journal of Economic Theory, Elsevier, vol. 149(C), pages 1-14.
  28. Henderson, Vicky & Hobson, David & Tse, Alex S.L., 2018. "Probability weighting, stop-loss and the disposition effect," Journal of Economic Theory, Elsevier, vol. 178(C), pages 360-397.
  29. Hennessy, Christopher A. & Tserlukevich, Yuri, 2008. "Taxation, agency conflicts, and the choice between callable and convertible debt," Journal of Economic Theory, Elsevier, vol. 143(1), pages 374-404, November.
  30. Alex S. L. Tse & Harry Zheng, 2023. "Speculative trading, prospect theory and transaction costs," Finance and Stochastics, Springer, vol. 27(1), pages 49-96, January.
  31. Vicky Henderson, 2012. "Prospect Theory, Liquidation, and the Disposition Effect," Management Science, INFORMS, vol. 58(2), pages 445-460, February.
  32. Joel M. Vanden, 2006. "Portfolio Insurance And Volatility Regime Switching," Mathematical Finance, Wiley Blackwell, vol. 16(2), pages 387-417, April.
  33. Alex S. L. Tse & Harry Zheng, 2019. "Speculative Trading, Prospect Theory and Transaction Costs," Papers 1911.10106, arXiv.org, revised Oct 2022.
  34. Sanguineti, Francesca & Majocchi, Antonio & Cavusgil, S. Tamer, 2022. "Founding entrepreneur’s dilemma: Stay or exit the firm following an acquisition? An international comparison," International Business Review, Elsevier, vol. 31(1).
  35. Li, Yan & Yang, Liyan, 2013. "Prospect theory, the disposition effect, and asset prices," Journal of Financial Economics, Elsevier, vol. 107(3), pages 715-739.
  36. Hens, Thorsten & Vlcek, Martin, 2005. "Does Prospect Theory Explain the Disposition Effect?," Discussion Papers 2005/18, Norwegian School of Economics, Department of Business and Management Science.
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