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Citations for "Optimal Expectations"

by Jonathan Parker & Markus K Brunnermeier

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  1. Roland Bénabou, 2008. "Ideology," NBER Working Papers 13907, National Bureau of Economic Research, Inc.
  2. Koszegi, Botond & Rabin, Matthew, 2008. "Choices, situations, and happiness," Journal of Public Economics, Elsevier, vol. 92(8-9), pages 1821-1832, August.
  3. Markus M. Mobius & Muriel Niederle & Paul Niehaus & Tanya S. Rosenblat, 2011. "Managing Self-Confidence: Theory and Experimental Evidence," NBER Working Papers 17014, National Bureau of Economic Research, Inc.
  4. Jean Tirole & Roland Benabou, 2004. "Belief in a Just World and Redistributive Politics," 2004 Meeting Papers 15, Society for Economic Dynamics.
  5. Wojciech Kopczuk & Joel Slemrod, 2005. "Denial of Death and Economic Behavior," NBER Working Papers 11485, National Bureau of Economic Research, Inc.
  6. Xue-Zhong He & Lei Shi, 2010. "Differences in Opinion and Risk Premium," Research Paper Series 271, Quantitative Finance Research Centre, University of Technology, Sydney.
  7. Larbi Alaoui, 2012. "The value of useless information," Economics Working Papers 1313, Department of Economics and Business, Universitat Pompeu Fabra.
  8. Edward L. Glaeser, 2004. "Psychology and the Market," American Economic Review, American Economic Association, vol. 94(2), pages 408-413, May.
  9. Michael D. Grubb, 2015. "Overconfident Consumers in the Marketplace," Journal of Economic Perspectives, American Economic Association, vol. 29(4), pages 9-36, Fall.
  10. Eric Van den Steen, 2011. "Overconfidence by Bayesian-Rational Agents," Management Science, INFORMS, vol. 57(5), pages 884-896, May.
  11. T. Clifton Green & Byoung-Hyoun Hwang, 2012. "Initial Public Offerings as Lotteries: Skewness Preference and First-Day Returns," Management Science, INFORMS, vol. 58(2), pages 432-444, February.
  12. Asena Caner, 2015. "Happiness, Comparison Effects, and Expectations in Turkey," Journal of Happiness Studies, Springer, vol. 16(5), pages 1323-1345, October.
  13. 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.
  14. Botond Kőszegi, 2010. "Utility from anticipation and personal equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 44(3), pages 415-444, September.
  15. Dertwinkel-Kalt, Markus & Wenzel, Tobias, 2015. "Attention and Endogenous Framing," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112971, Verein für Socialpolitik / German Economic Association.
  16. Larbi Alaoui & Alvaro Sandroni, 2013. "Predestination and the Protestant ethic," Economics Working Papers 1350, Department of Economics and Business, Universitat Pompeu Fabra.
  17. Dawson, Christopher & de Meza, David Emmanuel & Henley, Andrew & Arabsheibani, Reza, 2015. "The Power of (Non) Positive Thinking: Self-Employed Pessimists Earn More than Optimists," IZA Discussion Papers 9242, Institute for the Study of Labor (IZA).
  18. Raphaël Giraud & Jean-Marc Tallon, 2009. "Are beliefs a matter of taste? A case for objective imprecise information," Documents de travail du Centre d'Economie de la Sorbonne 09086, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  19. David Backus & Bryan Routledge & Stanley Zin, 2004. "Exotic Preferences for Macroeconomists," NBER Working Papers 10597, National Bureau of Economic Research, Inc.
  20. Emel Filiz-Ozbay & Jonathan Guryan & Kyle Hyndman & Melissa Schettini Kearney & Erkut Y. Ozbay, 2013. "Do Lottery Payments Induce Savings Behavior: Evidence from the Lab," NBER Working Papers 19130, National Bureau of Economic Research, Inc.
  21. Gollier, Christian & Muermann, Alexander, 2006. "Optimal choice and beliefs with ex ante savoring and ex post disappointment," CFS Working Paper Series 2006/28, Center for Financial Studies (CFS).
  22. Aviad Heifetz & Enrico Minelli, 2006. "Aspiration Traps," Working Papers ubs0610, University of Brescia, Department of Economics.
  23. Shantanu Bagchi, 2011. "Can overconfidence explain the consumption hump?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 35(1), pages 41-70, January.
  24. Argentiero, Amedeo & Bovi, Maurizio & Cerqueti, Roy, 2015. "Over consumption. A horse race of Bayesian DSGE models," MPRA Paper 66445, University Library of Munich, Germany.
  25. Schweizer, Nikolaus & Szech, Nora, 2016. "Optimal revelation of life-changing information," Working Paper Series in Economics 90, Karlsruhe Institute of Technology (KIT), Department of Economics and Business Engineering.
  26. Bovi, Maurizio, 2009. "Economic versus psychological forecasting. Evidence from consumer confidence surveys," Journal of Economic Psychology, Elsevier, vol. 30(4), pages 563-574, August.
  27. 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.
  28. Eric Van den Steen, 2010. "Culture Clash: The Costs and Benefits of Homogeneity," Management Science, INFORMS, vol. 56(10), pages 1718-1738, October.
  29. 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.
  30. Carmen Thoma, 2016. "Under- versus overconfidence: an experiment on how others perceive a biased self-assessment," Experimental Economics, Springer, vol. 19(1), pages 218-239, March.
  31. Eric Van den Steen, 2004. "Rational Overoptimism (and Other Biases)," American Economic Review, American Economic Association, vol. 94(4), pages 1141-1151, September.
  32. Rüdiger Bachmann & Steffen Elstner, 2013. "Firms' Optimism and Pessimism," NBER Working Papers 18989, National Bureau of Economic Research, Inc.
  33. 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.
  34. 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.
  35. Hyytinen , Ari & Lahtonen, Jukka & Pajarinen, Mika, 2012. "Entrepreneurial optimism and survival," Research Discussion Papers 20/2012, Bank of Finland.
  36. J. Atsu Amegashie, 2006. "A psychological game with interdependent preference types," Levine's Bibliography 321307000000000511, UCLA Department of Economics.
  37. Morgan, Donald P., 2007. "Defining and detecting predatory lending," Staff Reports 273, Federal Reserve Bank of New York.
  38. Christopher J. Mayer & Karen M. Pence & Shane M. Sherlund, 2008. "The rise in mortgage defaults," Finance and Economics Discussion Series 2008-59, Board of Governors of the Federal Reserve System (U.S.).
  39. 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.
  40. 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.
  41. 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.
  42. Li, Yan & Yang, Liyan, 2013. "Prospect theory, the disposition effect, and asset prices," Journal of Financial Economics, Elsevier, vol. 107(3), pages 715-739.
  43. Jaimovich, Nir & Rebelo, Sérgio, 2006. "Behavioural Theories of the Business Cycle," CEPR Discussion Papers 5909, C.E.P.R. Discussion Papers.
  44. Jouini, Elyès & Napp, Clotilde, 2015. "Subjective expectations and medical testing," Economics Letters, Elsevier, vol. 135(C), pages 39-41.
  45. 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.
  46. Kräussl, Roman & Lucas, André & Siegmann, Arjen, 2010. "Risk aversion under preference uncertainty," CFS Working Paper Series 2010/24, Center for Financial Studies (CFS).
  47. Jian Yang & Yinggang Zhou & Zijun Wang, 2010. "Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence," Management Science, INFORMS, vol. 56(11), pages 2031-2049, November.
  48. Bucks, Brian & Pence, Karen, 2008. "Do borrowers know their mortgage terms?," Journal of Urban Economics, Elsevier, vol. 64(2), pages 218-233, September.
  49. Amegashie, J. Atsu, 2006. "Intentions, Insincerity, and Prosocial Behavior," MPRA Paper 3223, University Library of Munich, Germany, revised 13 May 2007.
  50. 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.
  51. Larbi Alaoui & Christian Fons-Rosen, 2016. "Know when to fold 'em: The grit factor," Economics Working Papers 1521, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2016.
  52. Windsor, Callan & La Cava, Gianni & Hansen, James, 2015. "Home price beliefs: Evidence from Australia," Journal of Housing Economics, Elsevier, vol. 29(C), pages 41-58.
  53. Nava Ashraf & Oriana Bandiera & Scott Lee, 2013. "Awards Unbundled: Evidence from a Natural Field Experiment," STICERD - Economic Organisation and Public Policy Discussion Papers Series 046, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  54. Gary S. Becker & Yona Rubinstein, 2011. "Fear and the Response to Terrorism: An Economic Analysis," CEP Discussion Papers dp1079, Centre for Economic Performance, LSE.
  55. 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.
  56. Andy Dickerson & Francis Green, 2009. "Fears and realisations of employment insecurity," Working Papers 2009016, The University of Sheffield, Department of Economics, revised Nov 2009.
  57. 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.
  58. Igor Kopylov & Jawwad Noor, 2009. "Self-Deception and Choice," Levine's Working Paper Archive 814577000000000319, David K. Levine.
  59. 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.
  60. J. Atsu Amegashie, 2006. "Intentions and Social Interactions," CESifo Working Paper Series 1757, CESifo Group Munich.
  61. Schwandt, Hannes, 2016. "Unmet aspirations as an explanation for the age U-shape in wellbeing," Journal of Economic Behavior & Organization, Elsevier, vol. 122(C), pages 75-87.
  62. repec:hal:journl:halshs-00442869 is not listed on IDEAS
  63. Anat Bracha & Donald J. Brown, 2010. "Affective decision making: a theory of optimism bias," Working Papers 10-16, Federal Reserve Bank of Boston.
  64. 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.
  65. Brunnermeier, Markus K & Gollier, Christian & Parker, Jonathan A, 2007. "Optimal Beliefs, Asset Prices and the Preference for Skewed Returns," CEPR Discussion Papers 6181, C.E.P.R. Discussion Papers.
  66. Manju Puri & David Robinson, 2005. "Optimism and Economic Choice," NBER Working Papers 11361, National Bureau of Economic Research, Inc.
  67. 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.
  68. 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.
  69. Paul Koster & Stefanie Peer & Thijs Dekker, 2014. "Memory, Expectation Formation and Scheduling Choices," Tinbergen Institute Discussion Papers 14-154/VIII, Tinbergen Institute.
  70. Zhong, Angel & Gray, Philip, 2016. "The MAX effect: An exploration of risk and mispricing explanations," Journal of Banking & Finance, Elsevier, vol. 65(C), pages 76-90.
  71. repec:hal:journl:halshs-00502781 is not listed on IDEAS
  72. 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.
  73. Klaus Nehring, 2006. "Self-Control through Second-Order Preferences," Levine's Bibliography 321307000000000391, UCLA Department of Economics.
  74. J. Atsu Amegashie, 2006. "A Psychological Game with Interdependent Preference Types," CESifo Working Paper Series 1824, CESifo Group Munich.
  75. 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.
  76. S. Nageeb Ali, 2009. "Learning Self-Control," Levine's Working Paper Archive 814577000000000384, David K. Levine.
  77. Hsiaw, Alice, 2013. "Goal-setting and self-control," Journal of Economic Theory, Elsevier, vol. 148(2), pages 601-626.
  78. Chen, Si, 2012. "Optimistic versus Pessimistic--Optimal Judgemental Bias with Reference Point," MPRA Paper 50693, University Library of Munich, Germany.
  79. 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.
  80. Peter Schwardman & Joël van der Weele, 2016. "Deception and Self-Deception," Tinbergen Institute Discussion Papers 16-012/I, Tinbergen Institute.
  81. 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.
  82. Nava Ashraf & Oriana Bandiera & Scott S. Lee, 2014. "Awards unbundled: evidence from a natural field experiment," LSE Research Online Documents on Economics 61125, London School of Economics and Political Science, LSE Library.
  83. 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.
  84. Fousseni Chabi-Yo & Eric Ghysels & Eric Renault, 2008. "On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards Risk," Staff Working Papers 08-16, Bank of Canada.
  85. 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.
  86. Alem, Yonas & Colmer, Jonathan, 2014. "Optimal Expectations and the Welfare Cost of Climate Variability," Discussion Papers dp-14-03-efd, Resources For the Future.
  87. Alessandro Lizzeri & Marciano Siniscalchi, 2006. "Parental Guidance and Supervised Learning," Levine's Bibliography 321307000000000395, UCLA Department of Economics.
  88. Larbi Alaoui & Christian Fons-Rosen, 2016. "Know when to Fold 'em: The Grit Factor," Working Papers 899, Barcelona Graduate School of Economics.
  89. Larbi Alaoui & Alvaro Sandroni, 2013. "Predestination and the Protestant Ethic," Working Papers 679, Barcelona Graduate School of Economics.
  90. Yuan, Yue, 2012. "Optimal beliefs in the long run: An overlapping generations perspective," Economics Letters, Elsevier, vol. 117(2), pages 525-527.
  91. 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.
  92. 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.
  93. Gottlieb, Daniel, 2014. "Imperfect memory and choice under risk," Games and Economic Behavior, Elsevier, vol. 85(C), pages 127-158.
  94. J. Atsu Amegashie, 2005. "Information Transmission In Elimination Contests," Working Papers 0511, University of Guelph, Department of Economics and Finance.
  95. 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.
  96. 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.
  97. 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).
  98. 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.
  99. Toru Suzuki, 2012. "Complementarity of behavioral biases," Theory and Decision, Springer, vol. 72(3), pages 413-430, March.
  100. Bernhard Eckwert & Burkhard Drees, 2005. "Asset Mispricing Due to Cognitive Dissonance," IMF Working Papers 05/9, International Monetary Fund.
  101. 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.
  102. Macera, Rosario, 2014. "Dynamic beliefs," Games and Economic Behavior, Elsevier, vol. 87(C), pages 1-18.
  103. Nikolaus Schweizer & Nora Szech, 2016. "Optimal Revelation of Life-Changing Information," CESifo Working Paper Series 5941, CESifo Group Munich.
  104. J. Atsu Amegashie, 2006. "Intentions and Social Interactions," Working Papers 0602, University of Guelph, Department of Economics and Finance.
  105. Alaoui, Larbi, 2008. "The value of useless information," MPRA Paper 11411, University Library of Munich, Germany.
  106. 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.
  107. Ricardo M. Sousa, 2007. "Wealth Shocks and Risk Aversion," NIPE Working Papers 28/2007, NIPE - Universidade do Minho.
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