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Reference-dependent preferences and the risk–return trade-off

Citations

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Cited by:

  1. Suzanne G. M. Fifield & David G. McMillan & Fiona J. McMillan, 2020. "Is there a risk and return relation?," The European Journal of Finance, Taylor & Francis Journals, vol. 26(11), pages 1075-1101, July.
  2. Sun, Kaisi & Wang, Hui & Zhu, Yifeng, 2022. "How is the change in left-tail risk priced in China?," Pacific-Basin Finance Journal, Elsevier, vol. 71(C).
  3. Neszveda, G., 2019. "Essays on behavioral finance," Other publications TiSEM 05059039-5236-42a3-be1b-3, Tilburg University, School of Economics and Management.
  4. Barroso, Pedro & Maio, Paulo, 2024. "The risk–return tradeoff among equity factors," Journal of Empirical Finance, Elsevier, vol. 78(C).
  5. Wang, Cindy S.H. & Chen, Yi-Chi & Lo, Hsin-Yu, 2021. "A fresh look at the risk-return tradeoff," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
  6. Huang, Shuyang & Zeng, Ming, 2022. "Political sentiment and MAX effect," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
  7. Wang, Wenzhao & Duxbury, Darren, 2021. "Institutional investor sentiment and the mean-variance relationship: Global evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 415-441.
  8. Stanimira Milcheva, 2022. "Volatility and the Cross-Section of Real Estate Equity Returns during Covid-19," The Journal of Real Estate Finance and Economics, Springer, vol. 65(2), pages 293-320, August.
  9. Ahmed, Walid M.A., 2020. "Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin," Journal of Economics and Business, Elsevier, vol. 108(C).
  10. Pok, Wei Fong & Humayun Kabir, M. & Young, Martin, 2022. "Investor sentiment and mean-variance relation: Evidence from emerging futures markets," Finance Research Letters, Elsevier, vol. 46(PB).
  11. Sakemoto, Ryuta, 2023. "The long-run risk premium in the intertemporal CAPM: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 89(C).
  12. Lorraine Muguto & Paul-Francois Muzindutsi, 2022. "A Comparative Analysis of the Nature of Stock Return Volatility in BRICS and G7 Markets," JRFM, MDPI, vol. 15(2), pages 1-27, February.
  13. Sun, Kaisi & Wang, Hui & Zhu, Yifeng, 2023. "Salience theory in price and trading volume: Evidence from China," Journal of Empirical Finance, Elsevier, vol. 70(C), pages 38-61.
  14. Christopher Riley & Barbara Summers & Darren Duxbury, 2020. "Capital Gains Overhang with a Dynamic Reference Point," Management Science, INFORMS, vol. 66(10), pages 4726-4745, October.
  15. Paul Fischer & Chongho Kim & Frank Zhou, 2022. "Disagreement about fundamentals: measurement and consequences," Review of Accounting Studies, Springer, vol. 27(4), pages 1423-1456, December.
  16. Huang, Qiubin & de Haan, Jakob & Scholtens, Bert, 2020. "Does bank capitalization matter for bank stock returns?," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
  17. Díez-Esteban, José María & García-Gómez, Conrado Diego & López-Iturriaga, Félix Javier & Santamaría-Mariscal, Marcos, 2017. "Corporate risk-taking, returns and the nature of major shareholders: Evidence from prospect theory," Research in International Business and Finance, Elsevier, vol. 42(C), pages 900-911.
  18. Gábor Neszveda, 2025. "Aspiration level, probability of success, and stock returns: an empirical test," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-29, December.
  19. Ung, Sze Nie & Gebka, Bartosz & Anderson, Robert D.J., 2023. "Is sentiment the solution to the risk–return puzzle? A (cautionary) note," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
  20. Li An & Huijun Wang & Jian Wang & Jianfeng Yu, 2020. "Lottery-Related Anomalies: The Role of Reference-Dependent Preferences," Management Science, INFORMS, vol. 66(1), pages 473-501, January.
  21. Wang, Wenzhao, 2018. "Investor sentiment and the mean-variance relationship: European evidence," Research in International Business and Finance, Elsevier, vol. 46(C), pages 227-239.
  22. Wang, Wenzhao, 2018. "The mean–variance relation and the role of institutional investor sentiment," Economics Letters, Elsevier, vol. 168(C), pages 61-64.
  23. Huang, Shiyang & Liu, Xin & Yin, Chengxi, 2019. "Investor target prices," Journal of Empirical Finance, Elsevier, vol. 54(C), pages 39-57.
  24. Huang, Dashan & Li, Jiangyuan & Wang, Liyao, 2021. "Are disagreements agreeable? Evidence from information aggregation," Journal of Financial Economics, Elsevier, vol. 141(1), pages 83-101.
  25. Hongwei Xing & Hanying Wang & Feiyang Cheng & Shouyu Yao, 2023. "Mispricing: failure to capture the risk preferences dependent on market states," Annals of Operations Research, Springer, vol. 330(1), pages 1-26, November.
  26. Penggan Xu, 2025. "Replication of Reference-Dependent Preferences and the Risk-Return Trade-Off in the Chinese Market," Papers 2505.20608, arXiv.org.
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