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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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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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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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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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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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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Evaluation periods and asset prices: Myopic loss aversion at the financial marketplace

Journal of Economic Behavior & Organization ◽

10.1016/j.jebo.2009.03.020 ◽

2009 ◽

Vol 71 (2) ◽

pp. 361-371 ◽

Author(s):

Doron Kliger ◽

Boris Levit

Keyword(s):

Loss Aversion ◽

Asset Prices ◽

Myopic Loss Aversion

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Does Loss Aversion Affect Asset Prices In the Presence of Arbitrageurs?

SSRN Electronic Journal ◽

10.2139/ssrn.1553498 ◽

2010 ◽

Author(s):

Liyan Yang

Keyword(s):

Loss Aversion ◽

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Loss Aversion for Time and Money: Reference Dependence in Intertemporal Choice

PsycEXTRA Dataset ◽

10.1037/e513702014-077 ◽

2013 ◽

Author(s):

Daniel Walters ◽

Craig Fox ◽

Daniel Read

Keyword(s):

Loss Aversion ◽

Intertemporal Choice ◽

Reference Dependence

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Individual Differences in Loss Aversion

PsycEXTRA Dataset ◽

10.1037/e683342011-006 ◽

2006 ◽

Author(s):

Yariv Cohen ◽

Eric J. Johnson ◽

Jayanth Narayanan ◽

Elke Weber

Keyword(s):

Individual Differences ◽

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Varieties of loss aversion: On sensitivity to valence and sensitivity to possession

PsycEXTRA Dataset ◽

10.1037/e722842011-052 ◽

2004 ◽

Author(s):

Lyle Brenner ◽

Yuval Rottenstreich ◽

Sanjay Sood

Keyword(s):

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