A value function that explains the magnitude and sign effects

Economics Letters

Volumn 105, Issue 3, 2009, Pages 224-229

  al Nowaihi, Ali ^a   Dhami, Sanjit ^a  

^a UNIVERSITY OF LEICESTER   (United Kingdom)

Author keywords

Anomalies of the exponentially discounted utility model; SIE value functions; The magnitude effect; The sign effect

Indexed keywords

EID: 70350413039     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2009.08.004     Document Type: Article

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