Prospect Theory and Stock Returns: An Empirical Test
By Nicholas Barberis, Abhiroop Mukherjee, Baolian Wang. 2016
291 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/db3d39161a0de4cb7a00e473e89700c8e29d2993
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Nicholas Barberis
- Doron Avramov
- Allan G. Timmermann
- Massimo Guidolin
- Michael W. Brandt
- Jessica A. Wachter
- A. Shleifer
- Yihong Xia
In Finance
- Nicholas Barberis
- Doron Avramov
- Allan G. Timmermann
- Massimo Guidolin
- Michael W. Brandt
- Jessica A. Wachter
- A. Shleifer
- Yihong Xia
Citations in the corpus
- Reference-Dependent Preferences and the Risk-Return Trade-Off (2017, unknown): “…with equal probability, and stock D has a price 12 PT has several other important features such as loss aversion and probability weighting, which are studied extensively by Barberis and Huang (20 01) ; 20 08 ); Benartzi and Thaler (1995) , and Barberis, Mukherjee, and Wang (2016) , among others.”
- Psychology-based Models of Asset Prices and Trading Volume (2018, background): “Barberis and Huang (2001), Grinblatt and Han (2005), Li and Yang (2013), and Barberis et al. (2016) investigate the implications of narrow framing for asset prices; I come back to some of these papers in the next section.”