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 ◽

Narrow Framing

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Aggregate idiosyncratic volatility, dynamic aspects of loss aversion, and narrow framing

Review of Quantitative Finance and Accounting ◽

10.1007/s11156-016-0595-8 ◽

2016 ◽

Vol 49 (2) ◽

pp. 407-433 ◽

Cited By ~ 4

Author(s):

Jungshik Hur ◽

Cedric Mbanga Luma

Keyword(s):

Loss Aversion ◽

Idiosyncratic Volatility ◽

Narrow Framing

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

10.3386/w12378 ◽

2006 ◽

Cited By ~ 19

Author(s):

Nicholas Barberis ◽

Ming Huang

Keyword(s):

Loss Aversion ◽

Equity Premium ◽

Equity Premium Puzzle ◽

Narrow Framing ◽

Premium Puzzle

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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 ◽

Cited By ~ 2

Author(s):

Jingjing Chai ◽

Raimond Maurer

Keyword(s):

Life Cycle ◽

Empirical Evidence ◽

Portfolio Choice ◽

Loss Aversion ◽

Narrow Framing ◽

Household Portfolio ◽

Household Portfolio Choice

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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 ◽

Cited By ~ 1

Author(s):

In Do Hwang

Keyword(s):

Loss Aversion ◽

Welfare Analysis ◽

Insurance Markets ◽

Narrow Framing

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

SSRN Electronic Journal ◽

10.2139/ssrn.1565122 ◽

2010 ◽

Cited By ~ 1

Author(s):

Yan Li ◽

Liyan Yang

Keyword(s):

Loss Aversion ◽

Asset Prices ◽

Narrow Framing

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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 ◽

Cited By ~ 24

Author(s):

Nicholas Barberis ◽

Ming Huang

Keyword(s):

Loss Aversion ◽

Equity Premium ◽

Equity Premium Puzzle ◽

Narrow Framing ◽

Premium Puzzle

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

Handbook of the Equity Risk Premium ◽

10.1016/b978-044450899-7.50013-0 ◽

2008 ◽

pp. 235-236

Author(s):

Ravi Jagannathan

Keyword(s):

Loss Aversion ◽

Equity Premium ◽

Equity Premium Puzzle ◽

Narrow Framing ◽

Premium Puzzle

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

SSRN Electronic Journal ◽

10.2139/ssrn.912776 ◽

2006 ◽

Author(s):

Nicholas Barberis ◽

Ming Huang

Keyword(s):

Loss Aversion ◽

Equity Premium ◽

Equity Premium Puzzle ◽

Narrow Framing ◽

Premium Puzzle

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

Handbook of the Equity Risk Premium ◽

10.1016/b978-044450899-7.50012-9 ◽

2008 ◽

pp. 230-234

Author(s):

Xavier Gabaix

Keyword(s):

Loss Aversion ◽

Equity Premium ◽

Equity Premium Puzzle ◽

Narrow Framing ◽

Premium Puzzle

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Framing-Proof Complete Insurance Markets Under (Narrow) Framing and Loss Aversion

SSRN Electronic Journal ◽

10.2139/ssrn.2663589 ◽

2015 ◽

Author(s):

In Do Hwang

Keyword(s):

Loss Aversion ◽

Insurance Markets ◽

Narrow Framing

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