Evaluation Periods and Asset Prices in a Market Experiment

By Uri Gneezy, A. Kapteyn, J. Potters. 2003

241 citations recorded by the source corpus.

Subfields: Accounting, Finance, General Decision Sciences

View Paper: https://www.semanticscholar.org/paper/2d77b89caa908c34b79ca7043bffc9f573f09494

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Citations in the corpus

Are teams prone to myopic loss aversion? An experimental study on individual versus team investment behavior (2007, background): “market conditions, as has been shown by Gneezy et al. (2003) , and they even persist with”
The effect of short-selling on bubbles and crashes in experimental spot asset markets (2006, background): “Feedback trading is consistent with myopia (Gneezy and Potters, 1997; Gneezy et al., 2003), miscalculation of expected utility (McKelvey and Palfrey, 1995), and reinforcement of suboptimal strategies (Erev and Roth, 1998; Camerer and Ho, 1999).”
Myopic Loss Aversion: Information Feedback vs. Investment Flexibility (2004, background): “Gneezy et al. (2003) demonstrated the effect in a market experiment.”
Do professional traders exhibit myopic loss aversion? An experimental analysis (2005, background): “(1997), Gneezy and Potters (1997), Gneezy et al. (2003)), the experimental tests”
Prospect Theory and Stock Returns: An Empirical Test (2016, background): “…over the past few years is the distribution that jumps out at the investor when he looks at a chart, it is plausible that this is the representation that he 6See, for example, Gneezy and Potters (1997), Thaler et al. (1997), Benartzi and Thaler (1999), and Gneezy, Kapteyn, and Potters (2003).”
Ambiguity in Asset Markets: Theory and Experiment (2010, background): “Gneezy, Kapteyn & Potters (2003) analyze the impact of myopic loss aversion on pricing, but assumes homogeneous preferences.”