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Citations for "Individual Preferences, Monetary Gambles, and Stock Market Participation: A Case for Narrow Framing"

by Nicholas Barberis & Ming Huang & Richard H. Thaler

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  1. Kumar, Alok, 2007. "Do the diversification choices of individual investors influence stock returns?," Journal of Financial Markets, Elsevier, vol. 10(4), pages 362-390, November.
  2. Guiso, Luigi, 2009. "A test of narrow framing and its origin," CEPR Discussion Papers 7112, C.E.P.R. Discussion Papers.
  3. James Cox & Vjollca Sadiraj & Bodo Vogt & Utteeyo Dasgupta, 2013. "Is there a plausible theory for decision under risk? A dual calibration critique," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(2), pages 305-333, October.
  4. Freeman, David, 2015. "Calibration without reduction for non-expected utility," Journal of Economic Theory, Elsevier, vol. 158(PA), pages 21-32.
  5. Dimitris Christelis & Tullio Jappelli & Mario Padula, 2008. "Cognitive Abilities and Portfolio Choice," Working Papers 2008_19, Department of Economics, University of Venice "Ca' Foscari".
  6. van der Heijden, Eline & Klein, Tobias J. & Müller, Wieland & Potters, Jan, 2012. "Framing effects and impatience: Evidence from a large scale experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 84(2), pages 701-711.
  7. Enrico G. De Giorgi & Shane Legg, 2009. "Portfolio Selection with Narrow Framing: Probability Weighting Matters," University of St. Gallen Department of Economics working paper series 2009 2009-12, Department of Economics, University of St. Gallen.
  8. Guiso, Luigi & Sodini, Paolo, 2013. "Household Finance: An Emerging Field," Handbook of the Economics of Finance, Elsevier.
  9. repec:hal:journl:halshs-01109655 is not listed on IDEAS
  10. Johannes Abeler & Felix Marklein, 2010. "Fungibility, Labels and Consumption," Discussion Papers 2010-13, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  11. Sebastian Serfas, 2011. "The impact of cognitive biases on capital investments," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 21(4), pages 427-446, April.
  12. Luigi Guiso & Tullio Jappelli, 2008. "Financial Literacy and Portfolio Diversification," Economics Working Papers ECO2008/31, European University Institute.
  13. Gill, David & Stone, Rebecca, 2010. "Fairness and Desert in Tournaments," MPRA Paper 21322, University Library of Munich, Germany.
  14. Martín Egozcue & Xu Guo & Wing-Keung Wong, 2015. "Optimal output for the regret-averse competitive firm under price uncertainty," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 5(2), pages 279-295, December.
  15. Günther, Isabel & Maier, Johannes, 2013. "Poverty, Vulnerability, and Reference Dependent Utility," Working Paper Series UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
  16. Lei, Xiaoyan & Zhou, Yuegang & Zhu, Xiaoneng, 2013. "Capital gains, illiquidity, and stock returns," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 273-293.
  17. Ciprian Antoniade Alexandru, 2011. "Dynamic development of municipal bonds on capital markets in Romania and contribution to regional development," ERSA conference papers ersa11p951, European Regional Science Association.
  18. Chiapa, Carlos & Garrido, José Luis & Prina, Silvia, 2012. "The effect of social programs and exposure to professionals on the educational aspirations of the poor," Economics of Education Review, Elsevier, vol. 31(5), pages 778-798.
  19. Dorian Jullien, 2016. "Under Uncertainty, Over Time and Regarding Other People: Rationality in 3D," GREDEG Working Papers 2016-20, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis.
  20. 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.
  21. De Giorgi, Enrico G. & Legg, Shane, 2012. "Dynamic portfolio choice and asset pricing with narrow framing and probability weighting," Journal of Economic Dynamics and Control, Elsevier, vol. 36(7), pages 951-972.
  22. Yu-Jane Liu & Chih-Ling Tsai & Ming-Chun Wang & Ning Zhu, 2010. "Prior Consequences and Subsequent Risk Taking: New Field Evidence from the Taiwan Futures Exchange," Management Science, INFORMS, vol. 56(4), pages 606-620, April.
  23. 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.
  24. Holden, Stein & Quiggin, John, 2015. "Bounded awareness and anomalies in intertemporal choice: Google Earth as metaphor and model," Working Paper Series 13-2015, School of Economics and Business, Norwegian University of Life Sciences.
  25. Daniel J. Benjamin & Sebastian A. Brown & Jesse M. Shapiro, 2006. "Who is “Behavioral”? Cognitive Ability and Anomalous Preferences," Levine's Working Paper Archive 122247000000001334, David K. Levine.
  26. Stefano DellaVigna, 2009. "Psychology and Economics: Evidence from the Field," Journal of Economic Literature, American Economic Association, vol. 47(2), pages 315-72, June.
  27. Nicholas Barberis & Wei Xiong, 2006. "What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation," NBER Working Papers 12397, National Bureau of Economic Research, Inc.
  28. E. Diecidue & J. van de Ven & U. Weitzel, 2008. "Shareholders’ expectations, aspiration levels, and mergers," Working Papers 08-06, Utrecht School of Economics.
  29. Dillenberger, David, 2008. "Preferences for One-Shot Resolution of Uncertainty and Allais-Type Behavior," MPRA Paper 8342, University Library of Munich, Germany.
  30. Nicholas C. Barberis, 2013. "Thirty Years of Prospect Theory in Economics: A Review and Assessment," Journal of Economic Perspectives, American Economic Association, vol. 27(1), pages 173-96, Winter.
  31. Daniel Gottlieb & Kent Smetters, 2012. "Narrow Framing and Life Insurance," NBER Working Papers 18601, National Bureau of Economic Research, Inc.
  32. Charles Sprenger, 2015. "An Endowment Effect for Risk: Experimental Tests of Stochastic Reference Points," Journal of Political Economy, University of Chicago Press, vol. 123(6), pages 1456 - 1499.
  33. Allen, Franklin & Vayanos, Dimitri & Vives, Xavier, 2014. "Introduction to financial economics," Journal of Economic Theory, Elsevier, vol. 149(C), pages 1-14.
  34. Han Bleichrodt & Alessandra Cillo & Enrico Diecidue, 2010. "A Quantitative Measurement of Regret Theory," Management Science, INFORMS, vol. 56(1), pages 161-175, January.
  35. Johansson-Stenman, Olof, 2010. "Risk aversion and expected utility of consumption over time," Games and Economic Behavior, Elsevier, vol. 68(1), pages 208-219, January.
  36. Timo Hener, 2013. "Labeling Effects of Child Benefits on Family Savings," Ifo Working Paper Series Ifo Working Paper No. 163, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  37. Polkovnichenko, Valery & Zhao, Feng, 2013. "Probability weighting functions implied in options prices," Journal of Financial Economics, Elsevier, vol. 107(3), pages 580-609.
  38. Robert J. Shiller, 2014. "Speculative Asset Prices," American Economic Review, American Economic Association, vol. 104(6), pages 1486-1517, June.
  39. Tse, Alan & Friesen, Lana & Kalaycı, Kenan, 2016. "Complexity and asset legitimacy in retirement investment," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 60(C), pages 35-48.
  40. Marianne Andries, 2012. "Consumption-based Asset Pricing Loss Aversion," 2012 Meeting Papers 571, Society for Economic Dynamics.
  41. Haug, Jørgen & Hens, Thorsten & Woehrmann, Peter, 2013. "Risk aversion in the large and in the small," Economics Letters, Elsevier, vol. 118(2), pages 310-313.
  42. Dorsaf Ben Aissia, 2016. "Developments in non-expected utility theories: an empirical study of risk aversion," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(2), pages 299-318, April.
  43. Rabin, Matthew & Weizsäcker, Georg, 2007. "Narrow Bracketing and Dominated Choices," IZA Discussion Papers 3040, Institute for the Study of Labor (IZA).
  44. Barberis, Nicholas & Huang, Ming, 2009. "Preferences with frames: A new utility specification that allows for the framing of risks," Journal of Economic Dynamics and Control, Elsevier, vol. 33(8), pages 1555-1576, August.
  45. Robert J. Shiller, 2014. "Speculative Asset Prices (Nobel Prize Lecture)," Cowles Foundation Discussion Papers 1936, Cowles Foundation for Research in Economics, Yale University.
  46. Galit Klein & Ze’ev Shtudiner, 2016. "Trust in others: does it affect investment decisions?," Quality & Quantity: International Journal of Methodology, Springer, vol. 50(5), pages 1949-1967, September.
  47. Henderson, Brian J. & Pearson, Neil D., 2011. "The dark side of financial innovation: A case study of the pricing of a retail financial product," Journal of Financial Economics, Elsevier, vol. 100(2), pages 227-247, May.
  48. Han Bleichrodt & Peter P. Wakker, 2015. "Regret Theory: A Bold Alternative to the Alternatives," Economic Journal, Royal Economic Society, vol. 0(583), pages 493-532, 03.
  49. Qin, Jie, 2015. "A model of regret, investor behavior, and market turbulence," Journal of Economic Theory, Elsevier, vol. 160(C), pages 150-174.
  50. Magi, Alessandro, 2009. "Portfolio choice, behavioral preferences and equity home bias," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 501-520, May.
  51. Nicholas C. Barberis, 2012. "Thirty Years of Prospect Theory in Economics: A Review and Assessment," NBER Working Papers 18621, National Bureau of Economic Research, Inc.
  52. Frank Hartmann & Sergeja Slapničar, 2015. "An experimental study of the effects of negative, capped and deferred bonuses on risk taking in a multi-period setting," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 19(4), pages 875-896, November.
  53. Hu, Jinyan & Jiang, Mingming & Zhang, Bo, 2015. "Social Network, Financial Market Participation and Asset Allocation: Evidence from China," RIEI Working Papers 2015-06, Xi'an Jiaotong-Liverpool University, Research Institute for Economic Integration.
  54. Joseph S. Briggs & David Cesarini & Erik Lindqvist & Robert Östling, 2015. "Windfall Gains and Stock Market Participation," NBER Working Papers 21673, National Bureau of Economic Research, Inc.
  55. Pasquariello, Paolo, 2014. "Prospect Theory and market quality," Journal of Economic Theory, Elsevier, vol. 149(C), pages 276-310.
  56. Guo, Xu & Wong, Wing-Keung & Xu, Qunfang & Zhu, Xuehu, 2015. "Production and hedging decisions under regret aversion," Economic Modelling, Elsevier, vol. 51(C), pages 153-158.
  57. Dimmock, Stephen G. & Kouwenberg, Roy, 2010. "Loss-aversion and household portfolio choice," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 441-459, June.
  58. Holden, Stein, 2014. "Explaining anomalies in intertemporal choice: A mental zooming theory," CLTS Working Papers 2/14, Centre for Land Tenure Studies, Norwegian University of Life Sciences.
  59. Korn, Olaf & Rieger, Marc Oliver, 2016. "Hedging with regret," CFR Working Papers 16-06, University of Cologne, Centre for Financial Research (CFR).
  60. Dionne, Georges & Li, Jingyuan, 2014. "When can expected utility handle first-order risk aversion?," Journal of Economic Theory, Elsevier, vol. 154(C), pages 403-422.
  61. Kaustia, Markku & Torstila, Sami, 2011. "Stock market aversion? Political preferences and stock market participation," Journal of Financial Economics, Elsevier, vol. 100(1), pages 98-112, April.
  62. Marekwica, Marcel & Schaefer, Alexander & Sebastian, Steffen, 2013. "Life cycle asset allocation in the presence of housing and tax-deferred investing," Journal of Economic Dynamics and Control, Elsevier, vol. 37(6), pages 1110-1125.
  63. Alok Kumar & Sonya Seongyeon Lim, 2008. "How Do Decision Frames Influence the Stock Investment Choices of Individual Investors?," Management Science, INFORMS, vol. 54(6), pages 1052-1064, June.
  64. Malcolm Baker & Jeffrey Wurgler, 2012. "Dividends as Reference Points: A Behavioral Signaling Approach," NBER Working Papers 18242, National Bureau of Economic Research, Inc.
  65. Raman Uppal & Harjoat Bhamra, 2016. "Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?," 2016 Meeting Papers 1358, Society for Economic Dynamics.
  66. Felső, Flóra Á & Soetevent, Adriaan R., 2014. "Broad and narrow bracketing in gift certificate spending," European Economic Review, Elsevier, vol. 66(C), pages 284-302.
  67. Milo Bianchi & Jean-Marc Tallon, 2014. "Ambiguity Preferences and Portfolio Choices: Evidence from the Field," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01109655, HAL.
  68. David Dillenberger, 2008. "Preferences for One-Shot Resolution of Uncertainty and Allais-Type Behavior," PIER Working Paper Archive 08-036, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  69. Nicholas Barberis & Ming Huang, 2006. "The Loss Aversion / Narrow Framing Approach to the Equity Premium Puzzle," NBER Working Papers 12378, National Bureau of Economic Research, Inc.
  70. Andersson, Fredrik W., 2011. "The lambda model and "rule of thumb" consumers: An estimation problem in existing studies," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(4), pages 381-384, August.
  71. Azevedo, Eduardo M. & Gottlieb, Daniel, 2012. "Risk-neutral firms can extract unbounded profits from consumers with prospect theory preferences," Journal of Economic Theory, Elsevier, vol. 147(3), pages 1291-1299.
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