메뉴 건너뛰기




Volumn 52, Issue 4, 2003, Pages 573-584

Mood-induced variation in risk preferences

Author keywords

Mood; Risk preferences; Weather

Indexed keywords


EID: 0141680805     PISSN: 01672681     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-2681(03)00069-6     Document Type: Article
Times cited : (88)

References (23)
  • 1
    • 0002804196 scopus 로고    scopus 로고
    • Nonparametric risk management and implied risk aversion
    • Ait-Sahalia Y. Lo A.W. Nonparametric risk management and implied risk aversion Journal of Econometrics 94 2000 9-51
    • (2000) Journal of Econometrics , vol.94 , pp. 9-51
    • Ait-Sahalia, Y.1    Lo, A.W.2
  • 3
    • 85015692260 scopus 로고
    • The valuation of options and corporate liabilities
    • Black F. Scholes M. The valuation of options and corporate liabilities Journal of Political Economy 81 1973 637-654
    • (1973) Journal of Political Economy , vol.81 , pp. 637-654
    • Black, F.1    Scholes, M.2
  • 4
    • 0000516158 scopus 로고
    • Prices of state-contingent claims implicit in options prices
    • Breeden D. Litzenberger R. Prices of state-contingent claims implicit in options prices Journal of Business 51 1978 621-651
    • (1978) Journal of Business , vol.51 , pp. 621-651
    • Breeden, D.1    Litzenberger, R.2
  • 6
    • 0004291281 scopus 로고    scopus 로고
    • Princeton University Press, Princeton, NJ
    • Cochrane, J.H., 2001. Asset Pricing. Princeton University Press, Princeton, NJ.
    • (2001) Asset Pricing
    • Cochrane, J.H.1
  • 7
    • 0001197451 scopus 로고
    • Weather, mood and helping behavior: Quasi-experiments with the sunshine samaritan
    • Cunningham M.R. Weather, mood and helping behavior: quasi-experiments with the sunshine samaritan Journal of Personality and Social Psychology 37 1979 1947-1956
    • (1979) Journal of Personality and Social Psychology , vol.37 , pp. 1947-1956
    • Cunningham, M.R.1
  • 8
    • 0028023284 scopus 로고
    • The relationship between mood and daily hours of sunlight in rapid cycling bipolar illness
    • Eagles J.M. The relationship between mood and daily hours of sunlight in rapid cycling bipolar illness Biological Psychiatry 36 1994 422-424
    • (1994) Biological Psychiatry , vol.36 , pp. 422-424
    • Eagles, J.M.1
  • 9
    • 0002344794 scopus 로고
    • Bootstrap methods: Another look at the jackknife
    • Efron B. Bootstrap methods: another look at the jackknife Annals of Statistics 7 1979 1-26
    • (1979) Annals of Statistics , vol.7 , pp. 1-26
    • Efron, B.1
  • 10
    • 0000414660 scopus 로고
    • Large sample properties of generalized method of moments estimators
    • Hansen L.P. Large sample properties of generalized method of moments estimators Econometrica 50 1982 1029-1054
    • (1982) Econometrica , vol.50 , pp. 1029-1054
    • Hansen, L.P.1
  • 11
    • 85017108575 scopus 로고
    • Generalized instrumental variables estimation of non-linear rational expectations models
    • Hansen L.P. Singleton K. Generalized instrumental variables estimation of non-linear rational expectations models Econometrica 50 1982 1269-1286
    • (1982) Econometrica , vol.50 , pp. 1269-1286
    • Hansen, L.P.1    Singleton, K.2
  • 12
    • 0000398111 scopus 로고    scopus 로고
    • Investor psychology and asset pricing
    • Hirshleifer D. Investor psychology and asset pricing Journal of Finance 56 2001 1533-1597
    • (2001) Journal of Finance , vol.56 , pp. 1533-1597
    • Hirshleifer, D.1
  • 14
    • 85004774512 scopus 로고
    • A multidimensional approach to the relationship between mood and weather
    • Howarth E. Hoffman M.S. A multidimensional approach to the relationship between mood and weather British Journal of Psychology 75 1984 15-23
    • (1984) British Journal of Psychology , vol.75 , pp. 15-23
    • Howarth, E.1    Hoffman, M.S.2
  • 15
    • 0001288175 scopus 로고
    • The effect of positive feelings on risk-taking: When the chips are down
    • Isen A.M. Patrick R. The effect of positive feelings on risk-taking: when the chips are down Organizational Behavior and Human Performance 31 1983 194-202
    • (1983) Organizational Behavior and Human Performance , vol.31 , pp. 194-202
    • Isen, A.M.1    Patrick, R.2
  • 16
    • 0024118386 scopus 로고
    • The influence of positive affect on the subjective utility of gains and losses: It's not worth the risk
    • Isen A.M. Nygren T.E. Ashby F.G. The influence of positive affect on the subjective utility of gains and losses: it's not worth the risk Journal of Personality and Social Psychology 55 1988 710-717
    • (1988) Journal of Personality and Social Psychology , vol.55 , pp. 710-717
    • Isen, A.M.1    Nygren, T.E.2    Ashby, F.G.3
  • 17
    • 0034381629 scopus 로고    scopus 로고
    • Recovering risk aversion from option prices and realized returns
    • Jackwerth J.C. Recovering risk aversion from option prices and realized returns Review of Financial Studies 132 2000 433-451
    • (2000) Review of Financial Studies , vol.13 , Issue.2 , pp. 433-451
    • Jackwerth, J.C.1
  • 18
    • 0038139238 scopus 로고    scopus 로고
    • Recovering probability distributions from option prices
    • Jackwerth J.C. Rubinstein M. Recovering probability distributions from option prices Journal of Finance 51 1996 1611-1631
    • (1996) Journal of Finance , vol.51 , pp. 1611-1631
    • Jackwerth, J.C.1    Rubinstein, M.2
  • 19
    • 0032376277 scopus 로고    scopus 로고
    • Reacting to perceived high- and low-risk win-lose opportunities in a risky decision-making task: Is it framing or affect or both?
    • Nygren T.E. Reacting to perceived high- and low-risk win-lose opportunities in a risky decision-making task: is it framing or affect or both? Motivation and Emotion 221 1998 73-98
    • (1998) Motivation and Emotion , vol.22 , Issue.1 , pp. 73-98
    • Nygren, T.E.1
  • 20
    • 0030121912 scopus 로고    scopus 로고
    • The influence of positive affect on the decision rule in risk situations: Focus on outcome (and especially avoidance of loss) rather than probability
    • Nygren T.E. Isen A.M. Taylor P.J. Dulin J. The influence of positive affect on the decision rule in risk situations: focus on outcome (and especially avoidance of loss) rather than probability Organizational Behavior and Human Decision Processes 661 1996 59-72
    • (1996) Organizational Behavior and Human Decision Processes , vol.66 , Issue.1 , pp. 59-72
    • Nygren, T.E.1    Isen, A.M.2    Taylor, P.J.3    Dulin, J.4
  • 21
    • 84993899427 scopus 로고
    • Implied binomial trees
    • Rubinstein M. Implied binomial trees Journal of Finance 493 1994 771-818
    • (1994) Journal of Finance , vol.49 , Issue.3 , pp. 771-818
    • Rubinstein, M.1
  • 23
    • 0001601892 scopus 로고
    • Stock prices and wall street weather
    • Saunders E.M.J. Stock prices and wall street weather American Economic Review 83 1993 1337-1345
    • (1993) American Economic Review , vol.83 , pp. 1337-1345
    • Saunders, E.M.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.