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Citations for "Fight or Flight? Portfolio Rebalancing by Individual Investors"

by Laurent E. Calvet & John Y. Campbell & Paolo Sodini

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  1. YiLi Chien & Kanda Naknoi, 2011. "The Risk Premium and Long-Run Global Imbalances," Purdue University Economics Working Papers 1266, Purdue University, Department of Economics.
  2. Gust, Christopher & López-Salido, David, 2014. "Monetary policy and the cyclicality of risk," Journal of Monetary Economics, Elsevier, Elsevier, vol. 62(C), pages 59-75.
  3. Alessandro Bucciol & Raffaele Miniaci, 2011. "Household Portfolios and Implicit Risk Preference," The Review of Economics and Statistics, MIT Press, vol. 93(4), pages 1235-1250, November.
  4. Laurent E. Calvet & John Y. Campbell & Paolo Sodini, 2009. "Measuring the Financial Sophistication of Households," NBER Working Papers 14699, National Bureau of Economic Research, Inc.
  5. Ben-David, Itzhak & Hirshleifer, David, 2011. "Beyond the Disposition Effect: Do Investors Really Like Gains More Than Losses?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics 2011-13, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  6. Fratzscher, Marcel & Saborowski, Christian & Straub, Roland, 2010. "Monetary Policy Shocks and Portfolio Choice," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8099, C.E.P.R. Discussion Papers.
  7. Olivia S. Mitchell & Stephen Utkus, 2012. "Target-Date Funds in 401(k) Retirement Plans," NBER Working Papers 17911, National Bureau of Economic Research, Inc.
  8. James Choi & David Laibson & Brigitte Madrian & Andrew Metrick, 2007. "Reinforcement Learning and Savings Behavior," Yale School of Management Working Papers, Yale School of Management amz2657, Yale School of Management, revised 01 Mar 2009.
  9. Marcin Kacperczyk & Jaromir B. Nosal & Luminita Stevens, 2014. "Investor Sophistication and Capital Income Inequality," NBER Working Papers 20246, National Bureau of Economic Research, Inc.
  10. Tyler Muir & Erkko Etula & Tobias Adrian, 2011. "Broker-Dealer Leverage and the Cross-Section of Stock Returns," 2011 Meeting Papers 1448, Society for Economic Dynamics.
  11. Kenza Benhima & Baptiste Massenot, 2012. "Safety Traps," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP 12.04, Université de Lausanne, Faculté des HEC, DEEP.
  12. Harald Hau & Hélène Rey, 2008. "Global Portfolio Rebalancing Under the Microscope," NBER Working Papers 14165, National Bureau of Economic Research, Inc.
  13. Barnea, Amir & Cronqvist, Henrik & Siegel, Stephan, 2010. "Nature or nurture: What determines investor behavior?," Journal of Financial Economics, Elsevier, Elsevier, vol. 98(3), pages 583-604, December.
  14. Hibbert, Ann Marie & Lawrence, Edward R. & Prakash, Arun J., 2013. "Does knowledge of finance mitigate the gender difference in financial risk-aversion?," Global Finance Journal, Elsevier, vol. 24(2), pages 140-152.
  15. Iyengar, Sheena S. & Kamenica, Emir, 2010. "Choice proliferation, simplicity seeking, and asset allocation," Journal of Public Economics, Elsevier, Elsevier, vol. 94(7-8), pages 530-539, August.
  16. Campbell, John Y. & Jackson, Howell E. & Madrian, Brigitte C. & Tufano, Peter, 2010. "The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies," Working Paper Series, Harvard University, John F. Kennedy School of Government rwp10-040, Harvard University, John F. Kennedy School of Government.
  17. Fratzscher, Marcel, 2011. "Capital flows, push versus pull factors and the global financial crisis," Working Paper Series, European Central Bank 1364, European Central Bank.
  18. Piketty, Thomas, 2010. "On the Long Run Evolution of Inheritance - France 1820-2050," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7854, C.E.P.R. Discussion Papers.
  19. Tabea Bucher-Koenen & Michael Ziegelmeyer, 2011. "Who lost the most? Financial Literacy, Cognitive Abilities, and the Financial Crisis," BCL working papers, Central Bank of Luxembourg 54, Central Bank of Luxembourg.
  20. Bucher-Koenen, Tabea, 2011. "Financial Literacy, Riester Pensions, and Other Private Old Age Provision in Germany," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy 11250, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  21. Gelman, Maria & Jochem, Axel & Reitz, Stefan, 2013. "Real financial market exchange rates and capital flows," Discussion Papers 50/2013, Deutsche Bundesbank, Research Centre.
  22. Alessandro Bucciol & Raffaele Miniaci, 2011. "Household Portfolios and Risk Bearing over Age and Time," Working Papers, University of Verona, Department of Economics 15/2011, University of Verona, Department of Economics.
  23. Liu, Desu, 2012. "Is relative risk aversion constant? A reinterpretation of recent asset allocation findings at the micro level," Economics Letters, Elsevier, Elsevier, vol. 117(1), pages 250-252.
  24. Glaser, Markus & Weber, Martin, 2009. "Which past returns affect trading volume?," Journal of Financial Markets, Elsevier, Elsevier, vol. 12(1), pages 1-31, February.
  25. James Choi & David Laibson & Brigitte Madrain & Andrew Metrick, 2007. "Reinforcement Learning in Investment Behavior," Levine's Bibliography 122247000000001737, UCLA Department of Economics.
  26. Gust, Christopher & López-Salido, J David, 2009. "Monetary Policy, Velocity, and the Equity Premium," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7388, C.E.P.R. Discussion Papers.
  27. Ziegelmeyer, Michael & Nick, Julius, 2012. "Backing out of private pension provision - Lessons from Germany," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy 12262, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  28. Jacob, Martin, 2011. "Tax Regimes and Capital Gains Realizations," Working Paper Series, Center for Fiscal Studies, Uppsala University, Department of Economics 2011:9, Uppsala University, Department of Economics.
  29. Laurent E. Calvet & Paolo Sodini, 2010. "Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios," NBER Working Papers 15859, National Bureau of Economic Research, Inc.
  30. Abreu, Margarida & Mendes, Victor, 2012. "Information, overconfidence and trading: Do the sources of information matter?," Journal of Economic Psychology, Elsevier, Elsevier, vol. 33(4), pages 868-881.
  31. Kjell G. NYBORG & Per OSTBERG, 2009. "Money and Liquidity in Financial Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute 10-25, Swiss Finance Institute, revised Jun 2010.
  32. Calvet, Laurent E. & Campbell, John Y. & Sodini, Paolo, 2006. "Down or Out: Assessing The Welfare Costs of Household Investment Mistakes," Working Paper Series 195, Sveriges Riksbank (Central Bank of Sweden).
  33. John Y. Campbell & Howell E. Jackson & Brigitte C. Madrian & Peter Tufano, 2011. "Consumer Financial Protection," Journal of Economic Perspectives, American Economic Association, American Economic Association, vol. 25(1), pages 91-114, Winter.
  34. Felix Kubler & Larry Selden & Xiao Wei, 2014. "When Is a Risky Asset "Urgently Needed"?," American Economic Journal: Microeconomics, American Economic Association, American Economic Association, vol. 6(2), pages 131-62, May.
  35. Bruce Ian Carlin & David T. Robinson, 2009. "Fear and Loathing in Las Vegas: Evidence from Blackjack Tables," NBER Working Papers 14955, National Bureau of Economic Research, Inc.
  36. Jacob, Martin, 2014. "Cross-base tax elasticity of capital gains," arqus Discussion Papers in Quantitative Tax Research 169, arqus - Arbeitskreis Quantitative Steuerlehre.
  37. Hjalmarsson, Erik & Hjalmarsson, Randi, 2009. "Efficiency in housing markets: Which home buyers know how to discount?," Journal of Banking & Finance, Elsevier, Elsevier, vol. 33(11), pages 2150-2163, November.
  38. Alessandro Bucciol & Luca Zarri, 2013. "Financial Risk Aversion and Personal Life History," Working Papers, University of Verona, Department of Economics 05/2013, University of Verona, Department of Economics.
  39. Kick, Thomas & Ruprecht, Benedikt & Onali, Enrico & Schaeck, Klaus, 2014. "Wealth shocks, credit-supply shocks, and asset allocation: Evidence from household and firm portfolios," Discussion Papers 07/2014, Deutsche Bundesbank, Research Centre.
  40. FJohn A. Doukas & Wenjia Zhang, 2013. "Managerial gambling attitudes: evidence from bank acquisitions," Review of Behavioral Finance, Emerald Group Publishing, vol. 5(1), pages 4-34, February.
  41. Ødegaard, Bernt Arne, 2009. "Who moves stock prices? Monthly evidence," UiS Working Papers in Economics and Finance 2009/4, University of Stavanger.
  42. Alessandro Bucciol & Raffaele Miniaci, 2012. "Financial Risk Aversion, Economic Crises and Past Risk Perception," Working Papers, University of Verona, Department of Economics 28/2012, University of Verona, Department of Economics.
  43. Betermier, Sebastien & Jansson, Thomas & Parlour, Christine A. & Walden, Johan, 2011. "Hedging Labor Income Risk," Working Paper Series 255, Sveriges Riksbank (Central Bank of Sweden).
  44. de Dreu, Jan & Bikker, Jacob A., 2012. "Investor sophistication and risk taking," Journal of Banking & Finance, Elsevier, Elsevier, vol. 36(7), pages 2145-2156.
  45. Grinblatt, Mark & Keloharju, Matti & Linnainmaa, Juhani T., 2012. "IQ, trading behavior, and performance," Journal of Financial Economics, Elsevier, Elsevier, vol. 104(2), pages 339-362.
  46. Sumit Agarwal & Souphala Chomsisengphet & Neale Mahoney & Johannes Stroebel, 2013. "Regulating Consumer Financial Products: Evidence from Credit Cards," NBER Working Papers 19484, National Bureau of Economic Research, Inc.
  47. Kaustia, Markku & Rantapuska, Elias, 2012. "Rational and behavioral motives to trade: Evidence from reinvestment of dividends and tender offer proceeds," Journal of Banking & Finance, Elsevier, Elsevier, vol. 36(8), pages 2366-2378.
  48. Fang Yang & Xuan Liu & Zongwu Cai, . "Does Relative Risk Aversion Vary with Wealth? Evidence from Households' Portfolio Choice Data," Departmental Working Papers, Department of Economics, Louisiana State University 2013-09, Department of Economics, Louisiana State University.
  49. Victor Mendes & Margarida Abreu, 2014. "The Investor in Structured Retail Products: Marketing Driven or Gambling Oriented?," EcoMod2014 6621, EcoMod.
  50. Jonathan E. Ingersoll Jr. & Lawrence J. Jin, 2014. "Realization Utility with Reference-Dependent Preferences," Papers 1408.2859, arXiv.org.
  51. Pagel, Michaela, 2013. "Expectations-Based Reference-Dependent Life-Cycle Consumption," MPRA Paper 47138, University Library of Munich, Germany.
  52. Betermier, Sebastien & Jansson, Thomas & Parlour, Christine & Walden, Johan, 2012. "Hedging labor income risk," Journal of Financial Economics, Elsevier, Elsevier, vol. 105(3), pages 622-639.
  53. Javed I. Ahmed & Brad M. Barber & Terrance Odean, 2013. "Made poorer by choice: worker outcomes in Social Security v. private retirement accounts," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2013-23, Board of Governors of the Federal Reserve System (U.S.).
  54. Margarida Abreu & Victor Mendes, 2011. "Information, Overconfidence and Trading: Do the Sources of Information Matter?," Working Papers Department of Economics, ISEG - School of Economics and Management, Department of Economics, University of Lisbon 2011/25, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  55. Christopher Gust & David López-Salido, 2009. "Portfolio inertia and the equity premium," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 984, Board of Governors of the Federal Reserve System (U.S.).
  56. Martin Fochmann & Martin Jacob, 2011. "Behavioral Explanation of Tax Asymmetries," FEMM Working Papers 110021, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
  57. Campanale, Claudio, 2009. "Life-cycle portfolio choice: The role of heterogeneous under-diversification," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 33(9), pages 1682-1698, September.