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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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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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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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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Solving the Equity Premium Puzzle: The Link to Loss Aversion

The Risk Premium Factor ◽

10.1002/9781119205432.ch3 ◽

2015 ◽

pp. 33-42

Keyword(s):

Loss Aversion ◽

Equity Premium ◽

Equity Premium Puzzle ◽

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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