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Salience and Skewness Preferences

Citations

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Cited by:

  1. Tommaso Bondi & Daniel Csaba & Evan Friedman & Salvatore Nunnari, 2025. "Range Effects in Economic Choice: The Role of Complexity," CESifo Working Paper Series 12175, CESifo.
  2. Ostermair, Christoph, 2022. "An experimental investigation of the Allais paradox with subjective probabilities and correlated outcomes," Journal of Economic Psychology, Elsevier, vol. 93(C).
  3. Cakici, Nusret & Zaremba, Adam, 2022. "Salience theory and the cross-section of stock returns: International and further evidence," Journal of Financial Economics, Elsevier, vol. 146(2), pages 689-725.
  4. Dertwinkel-Kalt, Markus & Kasinger, Johannes & Schneider, Dmitrij, 2024. "Skewness preferences: Evidence from online poker," Games and Economic Behavior, Elsevier, vol. 147(C), pages 460-484.
  5. Bougherara, Douadia & Friesen, Lana & Nauges, Céline, 2022. "Risk-taking and skewness-seeking behavior in a demographically diverse population," Journal of Economic Behavior & Organization, Elsevier, vol. 201(C), pages 83-104.
  6. Markus Dertwinkel-Kalt & Jonas Frey, 2020. "Optimal Stopping in a Dynamic Salience Model," CESifo Working Paper Series 8496, CESifo.
  7. Dertwinkel-Kalt, Markus & Köster, Mats & Peiseler, Florian, 2019. "Attention-driven demand for bonus contracts," European Economic Review, Elsevier, vol. 115(C), pages 1-24.
  8. Carlos Alós-Ferrer & Alexander Ritschel, 2022. "Attention and salience in preference reversals," Experimental Economics, Springer;Economic Science Association, vol. 25(3), pages 1024-1051, June.
  9. Markus Dertwinkel-Kalt & Mats Köster & Matthias Sutter, 2019. "To Buy or not to Buy? Shrouding and Partitioning of Prices in an Online Shopping Field Experiment," CESifo Working Paper Series 7475, CESifo.
  10. Matteo Benuzzi & Matteo Ploner, 2024. "Skewness-seeking behavior and financial investments," Annals of Finance, Springer, vol. 20(1), pages 129-165, March.
  11. Adrian Bruhin & Maha Manai & Luís Santos-Pinto, 2022. "Risk and rationality: The relative importance of probability weighting and choice set dependence," Journal of Risk and Uncertainty, Springer, vol. 65(2), pages 139-184, October.
  12. Ostermair, Christoph, 2025. "Investigating the empirical validity of salience theory: The role of display format effects," Journal of Economic Psychology, Elsevier, vol. 111(C).
  13. Doğan, Gönül & Kalaycı, Kenan & Man, Priscilla, 2026. "Pyramid schemes," Journal of Economic Behavior & Organization, Elsevier, vol. 241(C).
  14. Moritz Loewenfeld & Jiakun Zheng, 2024. "Salience or event-splitting? An experimental investigation of correlation sensitivity in risk-taking," Journal of the Economic Science Association, Springer;Economic Science Association, vol. 10(2), pages 346-366, December.
  15. Jan Engelmann & Alejandro Hirmas & Joël van der Weele, 2021. "Top Down or Bottom Up? Disentangling the Channels of Attention in Risky Choice," Tinbergen Institute Discussion Papers 21-031/I, Tinbergen Institute.
  16. Douadia Bougherara & Lana Friesen & Céline Nauges, 2021. "Risk Taking with Left- and Right-Skewed Lotteries," Journal of Risk and Uncertainty, Springer, vol. 62(1), pages 89-112, February.
  17. Zhuo Chen & Russell Golman & Jason Somerville, 2024. "Menu-dependent risk attitudes: Theory and evidence," Journal of Risk and Uncertainty, Springer, vol. 68(1), pages 77-105, February.
  18. Xu, Zhongxiang & Li, Xiafei & Chevapatrakul, Thanaset & Gao, Ning, 2022. "Default risk, macroeconomic conditions, and the market skewness risk premium," Journal of International Money and Finance, Elsevier, vol. 127(C).
  19. Markus Dertwinkel-Kalt & Mats Köster, 2025. "Salient Cues and Complexity," Management Science, INFORMS, vol. 71(1), pages 428-469, January.
  20. George Loewenstein & Zachary Wojtowicz, 2023. "The Economics of Attention," CESifo Working Paper Series 10712, CESifo.
  21. Zhao, Shuchen, 2026. "Pricing skewed assets in multi-asset experimental markets," Games and Economic Behavior, Elsevier, vol. 155(C), pages 107-148.
  22. Kai Fischer & W. Benedikt Schmal, 2025. "Pricing in response to new information: The case of betting markets," Economic Inquiry, Western Economic Association International, vol. 63(1), pages 236-264, January.
  23. Alejandro Hirmas & Jan B. Engelmann & Joël van der Weele, 2024. "Individual and contextual effects of attention in risky choice," Experimental Economics, Springer;Economic Science Association, vol. 27(5), pages 1211-1238, November.
  24. Tilman H. Drerup & Matthias Wibral & Christian Zimpelmann, 2023. "Skewness expectations and portfolio choice," Experimental Economics, Springer;Economic Science Association, vol. 26(1), pages 107-144, March.
  25. Xiangfeng Ji & Xiaoyu Ao, 2021. "Travelers’ Bi-Attribute Decision Making on the Risky Mode Choice with Flow-Dependent Salience Theory," Sustainability, MDPI, vol. 13(7), pages 1-24, April.
  26. Cheema, Arbab K. & Eshraghi, Arman & Wang, Qingwei, 2023. "Macroeconomic news and price synchronicity," Journal of Empirical Finance, Elsevier, vol. 73(C), pages 390-412.
  27. Chen, Rongxin & Lepori, Gabriele M. & Tai, Chung-Ching & Sung, Ming-Chien, 2022. "Can salience theory explain investor behaviour? Real-world evidence from the cryptocurrency market," International Review of Financial Analysis, Elsevier, vol. 84(C).
  28. Brice Corgnet & Roberto Hernán González, 2023. "On The Appeal Of Complexity," Working Papers 2312, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon.
  29. Jin, Xiaoye, 2022. "Testing technical trading strategies on China's equity ETFs: A skewness perspective," Emerging Markets Review, Elsevier, vol. 51(PA).
  30. Dertwinkel-Kalt, Markus & Ebert, Sebastian & Köster, Mats, 2023. "On correlated lotteries in economic applications," Journal of Economic Behavior & Organization, Elsevier, vol. 215(C), pages 292-306.
  31. Jin, Xiaoye, 2021. "What do we know about the popularity of technical analysis in foreign exchange markets? A skewness preference perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
  32. Hu, Shiyang & Xiang, Cheng & Quan, Xiaofeng, 2023. "Salience theory and mutual fund flows: Empirical evidence from China," Emerging Markets Review, Elsevier, vol. 54(C).
  33. Moritz Loewenfeld & Jiakun Zheng, 2026. "Uncovering Correlation Sensitivity in Decision Making Under Risk," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 67(2), pages 513-532, May.
  34. Xiaoye Jin, 2024. "Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectedness," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-39, December.
  35. Grove, Wayne A. & Jetter, Michael & Papps, Kerry L., 2021. "Career lotto? Labor supply in a superstar market," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 362-376.
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