IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!)

Citations for "Optimal Expectations"

by Jonathan Parker & Markus K Brunnermeier

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. S. Nageeb Ali, 2009. "Learning Self-Control," Levine's Working Paper Archive 814577000000000384, David K. Levine.
  2. 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.
  3. Michael D. Grubb, 2015. "Overconfident Consumers in the Marketplace," Boston College Working Papers in Economics 877, Boston College Department of Economics.
  4. 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.
  5. 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.
  6. repec:hal:journl:halshs-00442869 is not listed on IDEAS
  7. 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.
  8. 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.
  9. Dickerson, Andy & Green, Francis, 2012. "Fears and realisations of employment insecurity," Labour Economics, Elsevier, vol. 19(2), pages 198-210.
  10. 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).
  11. 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.
  12. Alaoui, Larbi, 2008. "The value of useless information," MPRA Paper 11411, University Library of Munich, Germany.
  13. David Backus & Bryan Routledge & Stanley Zin, 2004. "Exotic Preferences for Macroeconomists," NBER Working Papers 10597, National Bureau of Economic Research, Inc.
  14. Sidartha Gordon & Alessandro Riboni, 2014. "Doubts and Dogmatism in Conflict Behavior," Sciences Po Economics Discussion Papers 2014-08, Sciences Po Departement of Economics.
  15. Steffen Elstner & Ruediger Bachmann, 2013. "Firms' Optimism and Pessimism," 2013 Meeting Papers 623, Society for Economic Dynamics.
  16. Roman Kraeussl & Andre Lucas & Arjen Siegmann, 2010. "Risk Aversion under Preference Uncertainty," Tinbergen Institute Discussion Papers 10-117/2/DSF 4, Tinbergen Institute.
  17. 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.
  18. Paul Koster & Stefanie Peer & Thijs Dekker, 2014. "Memory, Expectation Formation and Scheduling Choices," Tinbergen Institute Discussion Papers 14-154/VIII, Tinbergen Institute.
  19. Igor Kopylov & Jawwad Noor, 2009. "Self-Deception and Choice," Levine's Working Paper Archive 814577000000000319, David K. Levine.
  20. Edward L. Glaeser, 2004. "Psychology and the Market," NBER Working Papers 10203, National Bureau of Economic Research, Inc.
  21. Eric Van den Steen, 2011. "Overconfidence by Bayesian-Rational Agents," Management Science, INFORMS, vol. 57(5), pages 884-896, May.
  22. 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.
  23. J. Atsu Amegashie, 2005. "Information Transmission In Elimination Contests," Working Papers 0511, University of Guelph, Department of Economics and Finance.
  24. 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.
  25. Bucks, Brian & Pence, Karen, 2008. "Do borrowers know their mortgage terms?," Journal of Urban Economics, Elsevier, vol. 64(2), pages 218-233, September.
  26. J. Atsu Amegashie, 2006. "Intentions and Social Interactions," Working Papers 0602, University of Guelph, Department of Economics and Finance.
  27. Foster, Gigi & Frijters, Paul, 2014. "The formation of expectations: Competing theories and new evidence," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 53(C), pages 66-81.
  28. Alessandro Lizzeri & Marciano Siniscalchi, 2006. "Parental Guidance and Supervised Learning," Levine's Bibliography 321307000000000395, UCLA Department of Economics.
  29. Christian Gollier & Alexander Muermann, 2010. "Optimal Choice and Beliefs with Ex Ante Savoring and Ex Post Disappointment," Management Science, INFORMS, vol. 56(8), pages 1272-1284, August.
  30. Benabou, Roland & Tirole, Jean, 2004. "Belief in a Just World and Redistributive Politics," Papers 08-15-2005a, Princeton University, Research Program in Political Economy.
  31. Koszegi, Botond & Rabin, Matthew, 2008. "Choices, situations, and happiness," Journal of Public Economics, Elsevier, vol. 92(8-9), pages 1821-1832, August.
  32. Jouini, Elyès & Napp, Clotilde, 2015. "Subjective expectations and medical testing," Economics Letters, Elsevier, vol. 135(C), pages 39-41.
  33. Larbi Alaoui & Alvaro Sandroni, 2013. "Predestination and the Protestant ethic," Economics Working Papers 1350, Department of Economics and Business, Universitat Pompeu Fabra.
  34. Augenblick, Ned & Cunha, Jesse M. & Dal Bó, Ernesto & Rao, Justin M., 2016. "The economics of faith: using an apocalyptic prophecy to elicit religious beliefs in the field," Journal of Public Economics, Elsevier, vol. 141(C), pages 38-49.
  35. Hyytinen, Ari & Lahtonen, Jukka & Pajarinen, Mika, 2012. "Entrepreneurial optimism and survival," Research Discussion Papers 20/2012, Bank of Finland.
  36. Carmen Thoma, 2016. "Under- versus overconfidence: an experiment on how others perceive a biased self-assessment," Experimental Economics, Springer;Economic Science Association, vol. 19(1), pages 218-239, March.
  37. Toru Suzuki, 2012. "Complementarity of behavioral biases," Theory and Decision, Springer, vol. 72(3), pages 413-430, March.
  38. Bernhard Eckwert & Burkhard Drees, 2005. "Asset Mispricing Due to Cognitive Dissonance," IMF Working Papers 05/9, International Monetary Fund.
  39. Olivier Gossner & Jakub Steiner, 2016. "Optimal Illusion of Control and Related Perception Biases," ESE Discussion Papers 276, Edinburgh School of Economics, University of Edinburgh.
  40. J. Atsu Amegashie, 2006. "A Psychological Game with Interdependent Preference Types," CESifo Working Paper Series 1824, CESifo Group Munich.
  41. 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.
  42. Morgan, Donald P., 2007. "Defining and detecting predatory lending," Staff Reports 273, Federal Reserve Bank of New York.
  43. Asena Caner, 2015. "Happiness, Comparison Effects, and Expectations in Turkey," Journal of Happiness Studies, Springer, vol. 16(5), pages 1323-1345, October.
  44. Ricardo M. Sousa, 2007. "Wealth Shocks and Risk Aversion," NIPE Working Papers 28/2007, NIPE - Universidade do Minho.
  45. Puri, Manju & Robinson, David T., 2007. "Optimism and economic choice," Journal of Financial Economics, Elsevier, vol. 86(1), pages 71-99, October.
  46. Larbi Alaoui & Alvaro Sandroni, 2013. "Predestination and the Protestant Ethic," Working Papers 679, Barcelona Graduate School of Economics.
  47. 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.
  48. Linda Thunström & Jonas Nordström & Jason F. Shogren & Mariah Ehmke & Klaas Veld, 2016. "Strategic self-ignorance," Journal of Risk and Uncertainty, Springer, vol. 52(2), pages 117-136, April.
  49. Chen, Si, 2012. "Optimistic versus Pessimistic--Optimal Judgemental Bias with Reference Point," MPRA Paper 50693, University Library of Munich, Germany.
  50. 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.
  51. 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.
  52. Benabou, Roland, 2008. "Ideology," IZA Discussion Papers 3416, Institute for the Study of Labor (IZA).
  53. Tufan Ekici & Selda Koydemir, 2016. "Income Expectations and Happiness: Evidence from British Panel Data," Applied Research in Quality of Life, Springer;International Society for Quality-of-Life Studies, vol. 11(2), pages 539-552, June.
  54. Xue-Zhong He & Lei Shi, 2010. "Differences in Opinion and Risk Premium," Research Paper Series 271, Quantitative Finance Research Centre, University of Technology, Sydney.
  55. 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.
  56. 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).
  57. 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.
  58. 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.
  59. Larbi Alaoui, 2012. "The value of useless information," Working Papers 625, Barcelona Graduate School of Economics.
  60. Heifetz Aviad & Minelli Enrico, 2015. "Aspiration Traps," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 15(2), pages 125-142, July.
  61. 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.
  62. Gottlieb, Daniel, 2014. "Imperfect memory and choice under risk," Games and Economic Behavior, Elsevier, vol. 85(C), pages 127-158.
  63. Caliendo, Frank & Huang, Kevin X.D., 2008. "Overconfidence and consumption over the life cycle," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1347-1369, December.
  64. 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.
  65. Nicholas Barberis & Ming Huang, 2007. "Stocks as Lotteries: The Implications of Probability Weighting for Security Prices," NBER Working Papers 12936, National Bureau of Economic Research, Inc.
  66. J. Atsu Amegashie, 2006. "A psychological game with interdependent preference types," Levine's Bibliography 321307000000000511, UCLA Department of Economics.
  67. 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.
  68. 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.
  69. 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.
  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. Wojciech Kopczuk & Joel Slemrod, 2005. "Denial of Death and Economic Behavior," NBER Working Papers 11485, National Bureau of Economic Research, Inc.
  72. Anat Bracha & Donald J. Brown, 2010. "Affective decision making: a theory of optimism bias," Working Papers 10-16, Federal Reserve Bank of Boston.
  73. Levy, Raphaël, 2014. "Soothing politics," Journal of Public Economics, Elsevier, vol. 120(C), pages 126-133.
  74. Scott Carrell & Jonathan Zinman, 2014. "In Harm's Way? Payday Loan Access and Military Personnel Performance," Review of Financial Studies, Society for Financial Studies, vol. 27(9), pages 2805-2840.
  75. 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.
  76. 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.
  77. 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.
  78. J. Atsu Amegashie, 2006. "Intentions and Social Interactions," CESifo Working Paper Series 1757, CESifo Group Munich.
  79. 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.).
  80. 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.
  81. Byun, Suk-Joon & Kim, Da-Hea, 2016. "Gambling preference and individual equity option returns," Journal of Financial Economics, Elsevier, vol. 122(1), pages 155-174.
  82. 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.
  83. 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.
  84. Yuan, Yue, 2012. "Optimal beliefs in the long run: An overlapping generations perspective," Economics Letters, Elsevier, vol. 117(2), pages 525-527.
  85. Gary S. Becker & Yona Rubinstein, 2011. "Fear and the Response to Terrorism: An Economic Analysis," CEP Discussion Papers dp1079, Centre for Economic Performance, LSE.
  86. 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.
  87. repec:hal:journl:halshs-00502781 is not listed on IDEAS
  88. Amegashie, J. Atsu, 2006. "Intentions, Insincerity, and Prosocial Behavior," MPRA Paper 3223, University Library of Munich, Germany, revised 13 May 2007.
  89. Peter Schwardmann & Joël van der Weele, 2016. "Deception and Self-Deception," Tinbergen Institute Discussion Papers 16-012/I, Tinbergen Institute.
  90. Engle, Robert & Mistry, Abhishek, 2014. "Priced risk and asymmetric volatility in the cross section of skewness," Journal of Econometrics, Elsevier, vol. 182(1), pages 135-144.
  91. Markus M. Mobius & Muriel Niederle & Paul Niehaus & Tanya Rosenblat, 2011. "Managing self-confidence: theory and experimental evidence," Working Papers 11-14, Federal Reserve Bank of Boston.
  92. Nir Jaimovich & Sergio Rebelo, 2006. "Behavioral Theories of the Business Cycle," NBER Working Papers 12570, National Bureau of Economic Research, Inc.
  93. Bovi, Maurizio, 2009. "Economic versus psychological forecasting. Evidence from consumer confidence surveys," Journal of Economic Psychology, Elsevier, vol. 30(4), pages 563-574, August.
  94. Macera, Rosario, 2014. "Dynamic beliefs," Games and Economic Behavior, Elsevier, vol. 87(C), pages 1-18.
  95. Nikolaus Schweizer & Nora Szech, 2016. "Optimal Revelation of Life-Changing Information," CESifo Working Paper Series 5941, CESifo Group Munich.
  96. Eric Van den Steen, 2004. "Rational Overoptimism (and Other Biases)," American Economic Review, American Economic Association, vol. 94(4), pages 1141-1151, September.
  97. Au, Pak Hung, 2016. "Price reaction and disagreement over public signal," Journal of Economic Behavior & Organization, Elsevier, vol. 130(C), pages 81-106.
  98. Li, Yan & Yang, Liyan, 2013. "Prospect theory, the disposition effect, and asset prices," Journal of Financial Economics, Elsevier, vol. 107(3), pages 715-739.
  99. He, Xue-Zhong & Shi, Lei, 2017. "Index portfolio and welfare analysis under heterogeneous beliefs," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 64-79.
  100. 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.
  101. Klaus Nehring, 2006. "Self-Control through Second-Order Preferences," Levine's Bibliography 321307000000000391, UCLA Department of Economics.
  102. 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.
  103. Alice Hsiaw, 2012. "Goal-Setting and Self-Control," Working Papers 1404, College of the Holy Cross, Department of Economics, revised Aug 2014.
  104. Eric J. Van den Steen, 2009. "Culture Clash: The Costs and Benefits of Homogeneity," Harvard Business School Working Papers 10-003, Harvard Business School.
  105. Benjamin Beckers & Kerstin Bernoth, 2016. "Monetary Policy and Mispricing in Stock Markets," Discussion Papers of DIW Berlin 1605, DIW Berlin, German Institute for Economic Research.
  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 459-465, May.
  107. 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.
  108. 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.
  109. 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.
  110. Balasuriya, Jiayi & Gough, Orla & Vasileva, Kristina, 2014. "Do optimists plan for retirement? A behavioural explanation for non-participation in pension schemes," Economics Letters, Elsevier, vol. 125(3), pages 396-399.
  111. 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 349-355, May.
  112. Alem, Yonas & Colmer, Jonathan, 2013. "Optimal Expectations and the Welfare Cost of Climate Variability," Working Papers in Economics 578, University of Gothenburg, Department of Economics.
  113. 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.
  114. 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.
  115. Argentiero, Amedeo & Bovi, Maurizio & Cerqueti, Roy, 2015. "Over consumption. A horse race of Bayesian DSGE models," MPRA Paper 66445, University Library of Munich, Germany.
  116. 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.
  117. 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.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.