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Volumn 58, Issue 2, 2003, Pages 821-838

Evaluation Periods and Asset Prices in a Market Experiment

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EID: 0142219271     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/1540-6261.00547     Document Type: Article
Times cited : (132)

References (20)
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  • 4
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    • Myopic loss aversion and the equity premium puzzle
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    • Enke, S.1
  • 9
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    • An experiment on risk taking and evaluation periods
    • Gneezy, Uri, and Jan Potters, 1997, An experiment on risk taking and evaluation periods, Quarterly Journal of Economics 102, 631-645.
    • (1997) Quarterly Journal of Economics , vol.102 , pp. 631-645
    • Gneezy, U.1    Potters, J.2
  • 10
  • 11
    • 0000125532 scopus 로고
    • Prospect theory: An analysis of decision under risk
    • Kahneman, Daniel, and Amos Tversky, 1979, Prospect theory: An analysis of decision under risk, Econometrica 47, 263-291.
    • (1979) Econometrica , vol.47 , pp. 263-291
    • Kahneman, D.1    Tversky, A.2
  • 12
    • 85013939115 scopus 로고
    • Individual rationality, market rationality, and value estimation
    • Knez, Peter, Vernon Smith, and Arlington Williams, 1985, Individual rationality, market rationality, and value estimation, American Economic Review 75, 397-402.
    • (1985) American Economic Review , vol.75 , pp. 397-402
    • Knez, P.1    Smith, V.2    Williams, A.3
  • 13
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    • Prospect theory, mental accounting and differences in aggregated and segregated evaluation of lottery portfolios
    • Langer, Thomas, and Martin Weber, 2001, Prospect theory, mental accounting and differences in aggregated and segregated evaluation of lottery portfolios, Management Science 47, 716-733.
    • (2001) Management Science , vol.47 , pp. 716-733
    • Langer, T.1    Weber, M.2
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    • 0000630111 scopus 로고
    • Gambling with the house money and trying to break even: The effects of prior outcomes on risky choice
    • Thaler, Richard, and Eric Johnson, 1990, Gambling with the house money and trying to break even: The effects of prior outcomes on risky choice, Management Science 36, 643-660.
    • (1990) Management Science , vol.36 , pp. 643-660
    • Thaler, R.1    Johnson, E.2
  • 18
    • 0040833096 scopus 로고    scopus 로고
    • The effect of myopia and loss aversion on risk taking: An experimental test
    • Thaler, Richard, Amos Tversky, Daniel Kahneman, and Alan Schwartz, 1997, The effect of myopia and loss aversion on risk taking: An experimental test, Quarterly Journal of Economics 102, 647-661.
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  • 19
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    • Advances in prospect theory: Cumulative representation of uncertainty
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    • Tversky, A.1    Kahneman, D.2


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