Dividend Volatility and Asset Prices: A Loss Aversion/Narrow Framing Approach

SSRN Electronic Journal ◽

10.2139/ssrn.1565122 ◽

2010 ◽

Author(s):

Yan Li ◽

Liyan Yang

Keyword(s):

Loss Aversion ◽

Asset Prices ◽

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Diminishing Sensitivity Vs. Loss Aversion: A General Equilibrium Model of the Disposition Effect, Asset Prices and Trading Volume

SSRN Electronic Journal ◽

10.2139/ssrn.1355398 ◽

2009 ◽

Author(s):

Yan Li ◽

Liyan Yang

Keyword(s):

General Equilibrium ◽

Loss Aversion ◽

Equilibrium Model ◽

Asset Prices ◽

Trading Volume ◽

General Equilibrium Model ◽

Disposition Effect ◽

Diminishing Sensitivity

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Loss Aversion, Survival and Asset Prices

SSRN Electronic Journal ◽

10.2139/ssrn.1784367 ◽

2011 ◽

Author(s):

David Easley ◽

Liyan Yang

Keyword(s):

Loss Aversion ◽

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Aggregate Idiosyncratic Volatility, Dynamic Aspects of Loss Aversion, and Narrow Framing

SSRN Electronic Journal ◽

10.2139/ssrn.2660275 ◽

2015 ◽

Author(s):

Jungshik Hur ◽

Cedric Mbanga

Keyword(s):

Loss Aversion ◽

Idiosyncratic Volatility ◽

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The Loss Aversion / Narrow Framing Approach to the Equity Premium Puzzle

10.3386/w12378 ◽

2006 ◽

Author(s):

Nicholas Barberis ◽

Ming Huang

Keyword(s):

Loss Aversion ◽

Equity Premium ◽

Equity Premium Puzzle ◽

Narrow Framing ◽

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From boom ‘til bust: How loss aversion affects asset prices

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2008.10.019 ◽

2009 ◽

Vol 33 (6) ◽

pp. 1005-1013 ◽

Author(s):

Arjan Berkelaar ◽

Roy Kouwenberg

Keyword(s):

Loss Aversion ◽

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Experience, Loss Aversion, Narrow Framing: Can We Explain the Empirical Evidence on Household Portfolio Choice Over the Life-Cycle?

SSRN Electronic Journal ◽

10.2139/ssrn.2012314 ◽

2012 ◽

Author(s):

Jingjing Chai ◽

Raimond Maurer

Keyword(s):

Empirical Evidence ◽

Portfolio Choice ◽

Loss Aversion ◽

Narrow Framing ◽

Household Portfolio ◽

Household Portfolio Choice

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Loss aversion, survival and asset prices

Journal of Economic Theory ◽

10.1016/j.jet.2015.08.013 ◽

2015 ◽

Vol 160 ◽

pp. 494-516 ◽

Author(s):

David Easley ◽

Liyan Yang

Keyword(s):

Loss Aversion ◽

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Behavioral Welfare Analysis of Insurance Markets: The Case of Narrow Framing and Loss Aversion

SSRN Electronic Journal ◽

10.2139/ssrn.2673273 ◽

2016 ◽

Author(s):

In Do Hwang

Keyword(s):

Loss Aversion ◽

Welfare Analysis ◽

Insurance Markets ◽

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From Boom til Bust: How Loss Aversion Affects Asset Prices

SSRN Electronic Journal ◽

10.2139/ssrn.229548 ◽

2000 ◽

Author(s):

Roy R.P. Kouwenberg ◽

Arjan B. Berkelaar

Keyword(s):

Loss Aversion ◽

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The Loss Aversion/Narrow Framing Approach to the Equity Premium Puzzle

Handbook of the Equity Risk Premium ◽

10.1016/b978-044450899-7.50011-7 ◽

2008 ◽

pp. 199-229 ◽

Author(s):

Nicholas Barberis ◽

Ming Huang

Keyword(s):

Loss Aversion ◽

Equity Premium ◽

Equity Premium Puzzle ◽

Narrow Framing ◽

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