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Citations for "Optimal Expectations"

by Markus K. Brunnermeier & Jonathan A. Parker

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  1. Shantanu Bagchi, 2011. "Can overconfidence explain the consumption hump?," Journal of Economics and Finance, Springer, vol. 35(1), pages 41-70, January.
  2. J. Atsu Amegashie, 2006. "Intentions and Social Interactions," CESifo Working Paper Series 1757, CESifo Group Munich.
  3. Frank Caliendo & Kevin X.D. Huang, 2007. "Overconfidence and Consumption over the Life Cycle," Vanderbilt University Department of Economics Working Papers 0712, Vanderbilt University Department of Economics.
  4. Alice Hsiaw, 2012. "Goal-Setting and Self-Control," Working Papers 1404, College of the Holy Cross, Department of Economics, revised Aug 2014.
  5. Li, Yan & Yang, Liyan, 2013. "Prospect theory, the disposition effect, and asset prices," Journal of Financial Economics, Elsevier, vol. 107(3), pages 715-739.
  6. Puri, Manju & Robinson, David T., 2007. "Optimism and economic choice," Journal of Financial Economics, Elsevier, vol. 86(1), pages 71-99, October.
  7. Andy Dickerson & Francis Green, 2009. "Fears and realisations of employment insecurity," Working Papers 2009016, The University of Sheffield, Department of Economics, revised Nov 2009.
  8. Larbi Alaoui, 2012. "The value of useless information," Economics Working Papers 1313, Department of Economics and Business, Universitat Pompeu Fabra.
  9. Jaimovich, Nir & Rebelo, Sérgio, 2006. "Can News About the Future Drive the Business Cycle?," CEPR Discussion Papers 5877, C.E.P.R. Discussion Papers.
  10. Sidartha Gordon & Alessandro Riboni, 2014. "Doubts and Dogmatism in Conflict Behavior," Sciences Po publications 2014-08, Sciences Po.
  11. Christopher Mayer & Karen Pence & Shane M. Sherlund, 2009. "The Rise in Mortgage Defaults," Journal of Economic Perspectives, American Economic Association, vol. 23(1), pages 27-50, Winter.
  12. Anat Bracha & Donald J. Brown, 2008. "Affective Decision Making and the Ellsberg Paradox," Cowles Foundation Discussion Papers 1667R, Cowles Foundation for Research in Economics, Yale University, revised Aug 2008.
  13. Brunnermeier, Markus & Gollier, Christian & Parker, Jonathan, 2007. "Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns," IDEI Working Papers 429, Institut d'Économie Industrielle (IDEI), Toulouse.
  14. Raphaël Giraud & Jean-Marc Tallon, 2011. "Are beliefs a matter of taste? A case for Objective Imprecise Information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00502781, HAL.
  15. Iwaki, Hideki & Osaki, Yusuke, 2010. "Some properties of subjective probabilities induced by optimal expectations," Finance Research Letters, Elsevier, vol. 7(2), pages 98-102, June.
  16. Aissia, Dorsaf Ben, 2014. "IPO first-day returns: Skewness preference, investor sentiment and uncertainty underlying factors," Review of Financial Economics, Elsevier, vol. 23(3), pages 148-154.
  17. Alessandro Lizzeri & Marciano Siniscalchi, 2008. "Parental Guidance and Supervised Learning," The Quarterly Journal of Economics, MIT Press, vol. 123(3), pages 1161-1195, August.
  18. Kräussl, Roman & Lucas, André & Siegmann, Arjen, 2010. "Risk aversion under preference uncertainty," CFS Working Paper Series 2010/24, Center for Financial Studies (CFS).
  19. Eric Van den Steen, 2004. "Rational Overoptimism (and Other Biases)," American Economic Review, American Economic Association, vol. 94(4), pages 1141-1151, September.
  20. Elyès Jouini & Clotilde Napp, 2008. "Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model," Post-Print halshs-00176630, HAL.
  21. Eliaz, Kfir & Schotter, Andrew, 2009. "Paying for Confidence: An Experimental Study of the Demand for Non-Instrumental Information," CEPR Discussion Papers 7415, C.E.P.R. Discussion Papers.
  22. Ashraf, Nava & Bandiera, Oriana & Lee, Scott S., 2014. "Awards unbundled: Evidence from a natural field experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 100(C), pages 44-63.
  23. Anat Bracha & Donald J. Brown, 2010. "Affective Decision-Making: A Theory of Optimism-Bias," Cowles Foundation Discussion Papers 1759, Cowles Foundation for Research in Economics, Yale University.
  24. Heifetz Aviad & Minelli Enrico, 2015. "Aspiration Traps," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 15(2), pages 125-142, July.
  25. Wojciech Kopczuk & Joel Slemrod, 2005. "Denial of Death and Economic Behavior," NBER Working Papers 11485, National Bureau of Economic Research, Inc.
  26. Koszegi, Botond & Rabin, Matthew, 2008. "Choices, situations, and happiness," Journal of Public Economics, Elsevier, vol. 92(8-9), pages 1821-1832, August.
  27. Nir Jaimovich & Sergio Rebelo, 2006. "Behavioral Theories of the Business Cycle," NBER Working Papers 12570, National Bureau of Economic Research, Inc.
  28. Chen, Si, 2012. "Optimistic versus Pessimistic--Optimal Judgemental Bias with Reference Point," MPRA Paper 50693, University Library of Munich, Germany.
  29. Bernhard Eckwert & Burkhard Drees, 2005. "Asset Mispricing Due to Cognitive Dissonance," IMF Working Papers 05/9, International Monetary Fund.
  30. Schrand, Catherine M. & Zechman, Sarah L.C., 2012. "Executive overconfidence and the slippery slope to financial misreporting," Journal of Accounting and Economics, Elsevier, vol. 53(1), pages 311-329.
  31. J. Atsu Amegashie, 2006. "A psychological game with interdependent preference types," Levine's Bibliography 321307000000000511, UCLA Department of Economics.
  32. Donald P. Morgan, 2007. "Defining and detecting predatory lending," Staff Reports 273, Federal Reserve Bank of New York.
  33. Niklas Karlsson & George Loewenstein & Duane Seppi, 2009. "The ostrich effect: Selective attention to information," Journal of Risk and Uncertainty, Springer, vol. 38(2), pages 95-115, April.
  34. J. Atsu Amegashie, 2006. "A Psychological Game with Interdependent Preference Types," CESifo Working Paper Series 1824, CESifo Group Munich.
  35. GOLLIER Christian & MUERMANN Alexander, 2006. "Optimal choice and beliefs with ex ante savoring ex post disappointment," LERNA Working Papers 06.18.211, LERNA, University of Toulouse.
  36. Roland Bénabou, 2008. "Ideology," NBER Working Papers 13907, National Bureau of Economic Research, Inc.
  37. Yuan, Yue, 2012. "Optimal beliefs in the long run: An overlapping generations perspective," Economics Letters, Elsevier, vol. 117(2), pages 525-527.
  38. Annaert, Jan & De Ceuster, Marc & Verstegen, Kurt, 2013. "Are extreme returns priced in the stock market? European evidence," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3401-3411.
  39. Maurizio Bovi, 2008. "The “Psycho-analysis” of Common People’s Forecast Errors. Evidence from European Consumer Surveys," ISAE Working Papers 95 Classification-JEL C42, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  40. David Backus & Bryan Routledge & Stanley Zin, 2004. "Exotic Preferences for Macroeconomists," Working Papers 04-20, New York University, Leonard N. Stern School of Business, Department of Economics.
  41. J. Atsu Amegashie, 2006. "Intentions and Social Interactions," Working Papers 0602, University of Guelph, Department of Economics and Finance.
  42. S. Nageeb Ali, 2011. "Learning Self-Control," The Quarterly Journal of Economics, Oxford University Press, vol. 126(2), pages 857-893.
  43. Bracha, Anat & Brown, Donald J., 2012. "Affective decision making: A theory of optimism bias," Games and Economic Behavior, Elsevier, vol. 75(1), pages 67-80.
  44. J. Atsu Amegashie, 2005. "Information Transmission In Elimination Contests," Working Papers 0511, University of Guelph, Department of Economics and Finance.
  45. Ricardo M. Sousa, 2007. "Wealth Shocks and Risk Aversion," NIPE Working Papers 28/2007, NIPE - Universidade do Minho.
  46. repec:hal:journl:halshs-00502781 is not listed on IDEAS
  47. Frank Caliendo & Kevin X. D. Huang, 2007. "Overconfidence in financial markets and consumption over the life cycle," Working Papers 07-3, Federal Reserve Bank of Philadelphia.
  48. Hyytinen , Ari & Lahtonen, Jukka & Pajarinen, Mika, 2012. "Entrepreneurial optimism and survival," Research Discussion Papers 20/2012, Bank of Finland.
  49. Alem, Yonas & Colmer, Jonathan, 2014. "Optimal Expectations and the Welfare Cost of Climate Variability," Discussion Papers dp-14-03-efd, Resources For the Future.
  50. Eliaz, Kfir & Spiegler, Ran, 2006. "Can anticipatory feelings explain anomalous choices of information sources?," Games and Economic Behavior, Elsevier, vol. 56(1), pages 87-104, July.
  51. Xue-Zhong He & Lei Shi, 2010. "Differences in Opinion and Risk Premium," Research Paper Series 271, Quantitative Finance Research Centre, University of Technology, Sydney.
  52. Klaus Nehring, 2006. "Self-Control through Second-Order Preferences," Levine's Bibliography 321307000000000391, UCLA Department of Economics.
  53. Gary S. Becker & Yona Rubinstein, 2011. "Fear and the Response to Terrorism: An Economic Analysis," CEP Discussion Papers dp1079, Centre for Economic Performance, LSE.
  54. Macera, Rosario, 2014. "Dynamic beliefs," Games and Economic Behavior, Elsevier, vol. 87(C), pages 1-18.
  55. Schwandt, Hannes, 2014. "Unmet Aspirations as an Explanation for the Age U-shape in Wellbeing," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100360, Verein für Socialpolitik / German Economic Association.
  56. Amegashie, J. Atsu, 2006. "Intentions, Insincerity, and Prosocial Behavior," MPRA Paper 3223, University Library of Munich, Germany, revised 13 May 2007.
  57. Thoma, Carmen, 2013. "Is Underconfidence Favored over Overconfidence? An Experiment on the Perception of a Biased Self-Assessment," Discussion Papers in Economics 17460, University of Munich, Department of Economics.
  58. Botond Kőszegi, 2010. "Utility from anticipation and personal equilibrium," Economic Theory, Springer, vol. 44(3), pages 415-444, September.
  59. Nicholas Barberis & Ming Huang, 2008. "Stocks as Lotteries: The Implications of Probability Weighting for Security Prices," American Economic Review, American Economic Association, vol. 98(5), pages 2066-2100, December.
  60. Fousseni Chabi-Yo & Eric Ghysels & Eric Renault, 2008. "On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards Risk," Working Papers 08-16, Bank of Canada.
  61. Anat Bracha & Donald J. Brown, 2007. "Affective Decision Making: A Behavioral Theory of Choice," Cowles Foundation Discussion Papers 1633R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2009.
  62. Markus Mobius & Muriel Niederle & Paul Niehaus & Tanya S. Rosenblat, 2011. "Managing self-confidence: theory and experimental evidence," Working Papers 11-14, Federal Reserve Bank of Boston.
  63. Larbi Alaoui & Alvaro Sandroni, 2013. "Predestination and the Protestant Ethic," Working Papers 679, Barcelona Graduate School of Economics.
  64. Edward L. Glaeser, 2004. "Psychology and the Market," NBER Working Papers 10203, National Bureau of Economic Research, Inc.
  65. Rafael Di Tella & Ricardo Pérez-Truglia, 2010. "Conveniently Upset: Avoiding Altruism by Distorting Beliefs About Others," NBER Working Papers 16645, National Bureau of Economic Research, Inc.
  66. Roland Benabou & Jean Tirole, 2005. "Belief in a Just World and Redistributive Politics," NBER Working Papers 11208, National Bureau of Economic Research, Inc.
  67. Larbi Alaoui & Alvaro Sandroni, 2013. "Predestination and the Protestant ethic," Economics Working Papers 1350, Department of Economics and Business, Universitat Pompeu Fabra.
  68. Paul Koster & Stefanie Peer & Thijs Dekker, 2014. "Memory, Expectation Formation and Scheduling Choices," Tinbergen Institute Discussion Papers 14-154/VIII, Tinbergen Institute.
  69. Joel Mokyr, 2009. "Intellectual Property Rights, the Industrial Revolution, and the Beginnings of Modern Economic Growth," American Economic Review, American Economic Association, vol. 99(2), pages 349-55, May.
  70. Chang, Eric C. & Cheng, Joseph W. & Pinegar, J. Michael & Yu, Yinghui, 2012. "Short-sale constraints: Reductions in costs of capital or overvaluation? Evidence from Hong Kong," Pacific-Basin Finance Journal, Elsevier, vol. 20(3), pages 506-520.
  71. Toru Suzuki, 2012. "Complementarity of behavioral biases," Theory and Decision, Springer, vol. 72(3), pages 413-430, March.
  72. Frijters, Paul & Liu, Amy Y.C. & Meng, Xin, 2012. "Are optimistic expectations keeping the Chinese happy?," Journal of Economic Behavior & Organization, Elsevier, vol. 81(1), pages 159-171.
  73. Foster, Gigi & Frijters, Paul & Johnston, David W., 2012. "The triumph of hope over disappointment: A note on the utility value of good health expectations," Journal of Economic Psychology, Elsevier, vol. 33(1), pages 206-214.
  74. Gottlieb, Daniel, 2014. "Imperfect memory and choice under risk," Games and Economic Behavior, Elsevier, vol. 85(C), pages 127-158.
  75. Anat Bracha & Donald J. Brown, 2010. "Affective decision making: a theory of optimism bias," Working Papers 10-16, Federal Reserve Bank of Boston.
  76. Alaoui, Larbi, 2008. "The value of useless information," MPRA Paper 11411, University Library of Munich, Germany.
  77. Filiz-Ozbay, Emel & Guryan, Jonathan & Hyndman, Kyle & Kearney, Melissa & Ozbay, Erkut Y., 2015. "Do lottery payments induce savings behavior? Evidence from the lab," Journal of Public Economics, Elsevier, vol. 126(C), pages 1-24.
  78. Yao, Jing & Li, Duan, 2013. "Bounded rationality as a source of loss aversion and optimism: A study of psychological adaptation under incomplete information," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 18-31.
  79. Bucks, Brian & Pence, Karen, 2008. "Do borrowers know their mortgage terms?," Journal of Urban Economics, Elsevier, vol. 64(2), pages 218-233, September.
  80. Scott Carrell & Jonathan Zinman, 2008. "In harm’s way? Payday loan access and military personnel performance," Working Papers 08-18, Federal Reserve Bank of Philadelphia.
  81. Michael D. Grubb, 2015. "Overconfident Consumers in the Marketplace," Boston College Working Papers in Economics 877, Boston College Department of Economics.
  82. Roland Benabou & Jean Tirole, 2009. "Over My Dead Body: Bargaining and the Price of Dignity," American Economic Review, American Economic Association, vol. 99(2), pages 459-65, May.
  83. Ned Augenblick & Jesse M. Cunha & Ernesto Dal Bó & Justin M. Rao, 2012. "The Economics of Faith: Using an Apocalyptic Prophecy to Elicit Religious Beliefs in the Field," NBER Working Papers 18641, National Bureau of Economic Research, Inc.
  84. Bovi, Maurizio, 2009. "Economic versus psychological forecasting. Evidence from consumer confidence surveys," Journal of Economic Psychology, Elsevier, vol. 30(4), pages 563-574, August.
  85. Jawwad Noor & Igor Kopylov, 2010. "Self-Deception and Choice," Boston University - Department of Economics - Working Papers Series WP2010-042, Boston University - Department of Economics.
  86. repec:hal:journl:halshs-00442869 is not listed on IDEAS
  87. Yonas Alem & Jonathan Colmer, 2013. "Don�t Worry, Be Happy: The Welfare Cost of Climate Variability � A Subjective Well-Being Approach," GRI Working Papers 118, Grantham Research Institute on Climate Change and the Environment.
  88. Thevenot, Maya, 2012. "The factors affecting illegal insider trading in firms with violations of GAAP," Journal of Accounting and Economics, Elsevier, vol. 53(1), pages 375-390.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.