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Prospect Theory and Asset Prices. (1999). HUANG, MING ; Santos, Tano ; Barberis, Nicholas.
In: NBER Working Papers.
RePEc:nbr:nberwo:7220.

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  2. Dividend Momentum and Stock Return Predictability: A Bayesian Approach. (2021). Rubio-Ramirez, Juan F ; Petrella, Ivan ; Antolin-Diaz, Juan.
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  3. Dividend Momentum and Stock Return Predictability: A Bayesian Approach. (2021). Rubio-Ramirez, Juan F ; Petrella, Ivan ; Antolin-Diaz, Juan.
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  4. Loss aversion in an agent-based asset pricing model. (2020). Pruna, Radu T ; Jennings, Nicholas R ; Polukarov, Maria.
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  5. Pricing Strategy in Dual-Channel Supply Chains with Loss-Averse Consumers. (2019). Leung, K H ; Liu, Chengli ; C. K. M. Lee, .
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  6. Investor Behavior Biases and Stock Market Reaction in Kenya. (2019). Olweny, Tobias ; Nasieku, Tabitha ; Cherono, Irene.
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  7. Loss-averse preferences in a two-echelon supply chain with yield risk and demand uncertainty. (2018). Zhu, Yujiao ; Nie, Tengfei ; Du, Shaofu ; Yu, Haisuo.
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  8. An Efficient Adaptive Real Coded Genetic Algorithm to Solve the Portfolio Choice Problem Under Cumulative Prospect Theory. (2018). Wang, JI ; Xu, Chunhui ; Gong, Chao.
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  9. Inflation Targeting: Insights from Behavioral Economics. (2015). Tomk, Vladimr ; Brada, Josef C ; Ek, Jan Kuba ; Kutan, Ali M.
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  11. The impact of behavioural factors in the renewable energy investment decision making process: Conceptual framework and empirical findings. (2012). Menichetti, Emanuela ; Masini, Andrea.
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  12. The Effects of Loss Aversion on Trade Policy and the Anti-Trade Bias Puzzle. (2004). Tovar, Patricia.
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  13. Wealth, Volume and Stock Market Volatility: Case of Hong Kong (1993-2001). (2003). Li, Matthew C..
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  14. Robust-H_infinity Forecasting and Asset Pricing Anomalies (December 2001). (2003). Tornell, Aaron.
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  15. Sunspot Fluctuations in Asset Prices and Business Cycles in Japan Over 1986–1999. (2003). Nakajima, Tomoyuki.
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  16. Are behavioral asset-pricing models structural?. (2002). Zin, Stanley.
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  17. Experimental test of the prospect theory value function: A stochastic dominance approach. (2002). Levy, Moshe.
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  19. Effective return, risk aversion and drawdowns. (2001). Dacorogna, Michel ; Muller, Ulrich A. ; Genay, Ramazan ; Pictet, Olivier V..
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  21. Why Stocks May Disappoint. (2000). LIU, JUN ; Bekaert, Geert ; Ang, Andrew.
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  22. Robust-H-infinity Forecasting and Asset Pricing Anomalies. (2000). Tornell, Aaron.
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  25. Inference by Believers in the Law of Small Numbers. (2000). Rabin, Matthew.
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  26. On Testing the Random-Walk Hypothesis: A Model-Comparison Approach.. (2000). Zhong, Maosen ; Darrat, Ali F.
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