Myopic Loss Aversion, Disappointment Aversion, and the Equity Premium Puzzle

SSRN Electronic Journal ◽

10.2139/ssrn.376191 ◽

2003 ◽

Author(s):

Livio Stracca ◽

David Fielding

Keyword(s):

Loss Aversion ◽

Equity Premium ◽

Equity Premium Puzzle ◽

Myopic Loss Aversion ◽

Disappointment Aversion ◽

Premium Puzzle

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Myopic loss aversion, disappointment aversion, and the equity premium puzzle

Journal of Economic Behavior & Organization ◽

10.1016/j.jebo.2005.07.004 ◽

2007 ◽

Vol 64 (2) ◽

pp. 250-268 ◽

Cited By ~ 31

Author(s):

David Fielding ◽

Livio Stracca

Keyword(s):

Loss Aversion ◽

Equity Premium ◽

Equity Premium Puzzle ◽

Myopic Loss Aversion ◽

Disappointment Aversion ◽

Premium Puzzle

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Myopic Loss Aversion and the Equity Premium Puzzle

Choices, Values, and Frames ◽

10.1017/cbo9780511803475.018 ◽

2000 ◽

pp. 301-316 ◽

Cited By ~ 2

Author(s):

Shlomo Benartzi ◽

Richard H. Thaler

Keyword(s):

Loss Aversion ◽

Equity Premium ◽

Equity Premium Puzzle ◽

Myopic Loss Aversion ◽

Premium Puzzle

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Chapter 6. Myopic Loss Aversion and the Equity Premium Puzzle

Advances in Behavioral Finance, Volume II ◽

10.1515/9781400829125-009 ◽

2005 ◽

pp. 202-223

Keyword(s):

Loss Aversion ◽

Equity Premium ◽

Equity Premium Puzzle ◽

Myopic Loss Aversion ◽

Premium Puzzle

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Myopic loss aversion, bond returns and the equity premium puzzle

Applied Financial Economics ◽

10.1080/09603100802599530 ◽

2009 ◽

Vol 19 (17) ◽

pp. 1383-1390 ◽

Cited By ~ 3

Author(s):

Philip Jagd ◽

Jakob B. Madsen

Keyword(s):

Loss Aversion ◽

Equity Premium ◽

Equity Premium Puzzle ◽

Myopic Loss Aversion ◽

Bond Returns ◽

Premium Puzzle

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Myopic Loss Aversion and the Equity Premium Puzzle

The Quarterly Journal of Economics ◽

10.2307/2118511 ◽

1995 ◽

Vol 110 (1) ◽

pp. 73-92 ◽

Cited By ~ 1408

Author(s):

S. Benartzi ◽

R. H. Thaler

Keyword(s):

Loss Aversion ◽

Equity Premium ◽

Equity Premium Puzzle ◽

Myopic Loss Aversion ◽

Premium Puzzle

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Myopic Loss Aversion, Information Dissemination, and the Equity Premium Puzzle

SSRN Electronic Journal ◽

10.2139/ssrn.500284 ◽

2003 ◽

Author(s):

Charles Bellemare ◽

Michaela Krause ◽

Sabine Kröger ◽

Chendi Zhang

Keyword(s):

Loss Aversion ◽

Information Dissemination ◽

Equity Premium ◽

Equity Premium Puzzle ◽

Myopic Loss Aversion ◽

Premium Puzzle

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Myopic loss aversion and the equity premium puzzle reconsidered

Finance Research Letters ◽

10.1016/j.frl.2004.05.001 ◽

2004 ◽

Vol 1 (3) ◽

pp. 171-177 ◽

Cited By ~ 7

Author(s):

Robert B. Durand ◽

Paul Lloyd ◽

Hong Wee Tee

Keyword(s):

Loss Aversion ◽

Equity Premium ◽

Equity Premium Puzzle ◽

Myopic Loss Aversion ◽

Premium Puzzle

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Myopic Loss-Aversion and the Equity Premium Puzzle

Advances in Behavioral Economics ◽

10.2307/j.ctvcm4j8j.27 ◽

2011 ◽

pp. 590-605

Author(s):

SHLOMO BENARTZI ◽

RICHARD H. THALER

Keyword(s):

Loss Aversion ◽

Equity Premium ◽

Equity Premium Puzzle ◽

Myopic Loss Aversion ◽

Premium Puzzle

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THE EQUITY PREMIUM PUZZLE AND MYOPIC LOSS AVERSION

Lecture Notes in Behavioral Finance - World Scientific Lecture Notes in Finance ◽

10.1142/9789813231573_0010 ◽

2018 ◽

pp. 145-156

Keyword(s):

Loss Aversion ◽

Equity Premium ◽

Equity Premium Puzzle ◽

Myopic Loss Aversion ◽

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Can Myopic Loss Aversion Explain the Equity Premium Puzzle? Evidence from a Natural Field Experiment with Professional Traders

10.3386/w22605 ◽

2016 ◽

Cited By ~ 5

Author(s):

Francis Larson ◽

John List ◽

Robert Metcalfe

Keyword(s):

Field Experiment ◽

Loss Aversion ◽

Equity Premium ◽

Equity Premium Puzzle ◽

Natural Field ◽

Myopic Loss Aversion ◽

Natural Field Experiment ◽

Premium Puzzle ◽

Professional Traders

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