Nothing Special   »   [go: up one dir, main page]

create a website
Anxiety in the face of risk. (2015). Schmalz, Martin ; Eisenbach, Thomas.
In: Staff Reports.
RePEc:fip:fednsr:610.

Full description at Econpapers || Download paper

Cited: 5

Citations received by this document

Cites: 49

References cited by this document

Cocites: 29

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Horizon-dependent risk aversion and the timing and pricing of uncertainty. (2017). Schmalz, Martin ; Eisenbach, Thomas ; Andries, Marianne.
    In: Staff Reports.
    RePEc:fip:fednsr:703.

    Full description at Econpapers || Download paper

  2. The Term Structure of Returns: Facts and Theory. (2015). van Binsbergen, Jules ; Ralph S. J. Koijen, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21234.

    Full description at Econpapers || Download paper

  3. Anxiety, overconfidence, and excessive risk-taking. (2015). Schmalz, Martin ; Eisenbach, Thomas.
    In: Staff Reports.
    RePEc:fip:fednsr:711.

    Full description at Econpapers || Download paper

  4. Very Long-Run Discount Rates. (2014). Stroebel, Johannes ; Maggiori, Matteo ; Giglio, Stefano.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20133.

    Full description at Econpapers || Download paper

  5. Very Long-Run Discount Rates. (2014). Stroebel, Johannes ; Maggiori, Matteo ; Giglio, Stefano ; Strobel, Johannes.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9978.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Abdellaoui, M., E. Diecidue, and A. Onculer (2011). Risk preferences at different time periods: An experimental investigation. Management Science 57(5), 975–987.

  2. Bansal, R. and A. Yaron (2004). Risks for the long run: A potential resolution of asset pricing puzzles. Journal of Finance 59(4), 1481–1509.

  3. Barber, B. M. and T. Odean (2008). All that glitters: The effect of attention and news on the buying behavior of individual and institutional investors. Review of Financial Studies 21(2), 785–818.

  4. Baucells, M. and F. Heukamp (2010). Common ratio using delay. Theory and Decision 68(1-2), 149–158.

  5. Bernard, V. L. and J. K. Thomas (1989). Post-earnings-announcement drift: Delayed price response or risk premium? Journal of Accounting Research 27, 1–36.

  6. Binsbergen, J. H. v., M. W. Brandt, and R. S. Koijen (2012). On the timing and pricing of dividends. American Economic Review 102(4), 1596–1618.

  7. Bordalo, P., N. Gennaioli, and A. Shleifer (2013). Salience and asset prices. American Economic Review: Papers and Proceedings forthcoming.

  8. Breznitz, S. (2011). A study of worrying. British Journal of Social and Clinical Psychology 10(3), 271–279.
    Paper not yet in RePEc: Add citation now
  9. Campbell, J. Y. and J. H. Cochrane (1999). By force of habit: A consumption-based explanation of aggregate stock market behavior. Journal of Political Economy 107(2), 205–251.

  10. Caplin, A. and J. Leahy (2001). Psychological expected utility theory and anticipatory feelings. Quarterly Journal of Economics 116(1), 55–79.

  11. Coble, K. and J. Lusk (2010). At the nexus of risk and time preferences: An experimental investigation. Journal of Risk and Uncertainty 41, 67–79.

  12. Constantinides, G. M. (1990). Habit formation: A resolution of the equity premium puzzle. Journal of Political Economy 98(3), 519–543.

  13. Dillenberger, D. and K. Rozen (2012). History-dependent risk attitude. Working Paper, University of Pennsylvania.

  14. Eisenbach, T. M. and M. C. Schmalz (2012). Anxiety, overconfidence, and excessive risk taking. Working Paper, Federal Reserve Bank of New York.

  15. Epstein, L. G. (2008). Living with risk. Review of Economic Studies 75(4), 1121–1141.

  16. Epstein, L. G. and I. Kopylov (2007). Cold feet. Theoretical Economics 2, 231–259.

  17. Epstein, L. G. and S. E. Zin (1989). Substitution, risk aversion, and the temporal behavior of consumption and asset returns: A theoretical framework. Econometrica 57(4), 937–969.

  18. Fenz, W. D. and G. B. Jones (1972). Individual differences in physiologic arousal and performance in sport parachutists. Psychosomatic Medicine 34(1), 1–8.
    Paper not yet in RePEc: Add citation now
  19. Fenz, W. D. and S. Epstein (1967). Gradients of physiological arousal in parachutists as a function of an approaching jump. Psychosomatic Medicine 29(1), 33–51.
    Paper not yet in RePEc: Add citation now
  20. Gennaioli, N., A. Shleifer, and R. W. Vishny (2012). Money doctors. Working Paper, Centre de Recerca en Economia Internacional (CREI).

  21. Gruber, M. J. (1996). Another puzzle: The growth in actively managed mutual funds. Journal of Finance 51(3), 783–810.
    Paper not yet in RePEc: Add citation now
  22. Guiso, L., P. Sapienza, and L. Zingales (2011). Time varying risk aversion. Working Paper, Einaudi Institute for Economics and Finance (EIEF).
    Paper not yet in RePEc: Add citation now
  23. Gul, F. and W. Pesendorfer (2001). Temptation and self-control. Econometrica 69(6), 1403–1435.

  24. Holt, C. A. and S. K. Laury (2002). Risk aversion and incentive effects. American Economic Review 92(5), 1644–1655.

  25. Hou, K., L. Peng, and W. Xiong (2009). A tale of two anomalies: The implications of investor attention for price and earnings momentum. Working Paper, Ohio State University.
    Paper not yet in RePEc: Add citation now
  26. Jones, E. E. and C. A. Johnson (1973). Delay of consequences and the riskiness of decisions. Journal of Personality 41(4), 613–637.
    Paper not yet in RePEc: Add citation now
  27. Kreps, D. M. and E. L. Porteus (1978). Temporal resolution of uncertainty and dynamic choice theory. Econometrica 46(1), 185–200.

  28. Laibson, D. (1997). Golden eggs and hyperbolic discounting. Quarterly Journal of Economics 112(2), 443–477.

  29. Lamont, O. and A. Frazzini (2007). The earnings announcement premium and trading volume. Working Paper, Harvard University.

  30. Lee, C. M. C. (1992). Earnings news and small traders: An intraday analysis. Journal of Accounting and Economics 15(2-3), 265–302.

  31. Lo, A. W. and D. V. Repin (2002). The psychophysiology of real-time financial risk processing. Journal of Cognitive Neuroscience 14(3), 323–339.
    Paper not yet in RePEc: Add citation now
  32. Lo, A. W., D. V. Repin, and B. N. Steenbarger (2005). Fear and greed in financial markets: A clinical study of day-traders. American Economic Review 95(2), 352–359.
    Paper not yet in RePEc: Add citation now
  33. Loewenstein, G. (1987). Anticipation and the valuation of delayed consumption. Economic Journal 97(387), 666–684.

  34. Loewenstein, G. (1996). Out of control: Visceral influences on behavior. Organizational Behavior and Human Decision Processes 65(3), 272–292.
    Paper not yet in RePEc: Add citation now
  35. Loewenstein, G., E. U. Weber, C. K. Hsee, and E. Welch (2001). Risk as feelings. Psychological Bulletin 127(2), 267–286.
    Paper not yet in RePEc: Add citation now
  36. Monat, A. (1976). Temporal uncertainty, anticipation time, and cognitive coping under threat. Journal of Human Stress 2(2), 32–43.
    Paper not yet in RePEc: Add citation now
  37. Monat, A. and R. S. Lazarus (1991). Stress and Coping: An Anthology. New York, New York: Columbia University Press.
    Paper not yet in RePEc: Add citation now
  38. Noussair, C. and P. Wu (2006). Risk tolerance in the present and the future: An experimental study. Managerial and Decision Economics 27(6), 401–412.

  39. Odean, T. (1999). Do investors trade too much? American Economic Review 89(5), 1279–1298.

  40. Onculer, A. (2000). Intertemporal choice under uncertainty: A behavioral perspective. Working Paper, INSEAD.
    Paper not yet in RePEc: Add citation now
  41. Paterson, R. J. and R. W. J. Neufeld (1987). Clear danger: Situational determinants of the appraisal of threat. Psychological Bulletin 101(3), 404–416.
    Paper not yet in RePEc: Add citation now
  42. Roth, W. T., G. Breivik, P. E. Jørgensen, and S. Hofmann (1996). Activation in novice and expert parachutists while jumping. Psychophysiology 33(1), 63–72.
    Paper not yet in RePEc: Add citation now
  43. Sagristano, M. D., Y. Trope, and N. Liberman (2002). Time-dependent gambling: Odds now, money later. Journal of Experimental Psychology: General 131(3), 364–376.
    Paper not yet in RePEc: Add citation now
  44. Schelling, T. C. (1984). Self-command in practice, in policy, and in a theory of rational choice. American Economic Review 74(2), 1–11.

  45. Sirri, E. R. and P. Tufano (1998). Costly search and mutual fund flows. Journal of Finance 53(5), 1589–1622.
    Paper not yet in RePEc: Add citation now
  46. Strotz, R. H. (1955). Myopia and inconsistency in dynamic utility maximization. The Review of Economic Studies 23(3), 165–180.

  47. Thaler, R. H. and S. Benartzi (2004). Save more tomorrow: Using behavioral economics to increase employee saving. Journal of Political Economy 112(S1), S164–S187.

  48. Wang, Z. and J. Werner (1994). Portfolio characterization of risk aversion. Economics Letters 45(2), 259–265.

  49. Welch, E. (1999). The heat of the moment. Working Paper, Carnegie Mellon University.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Risking the future? Measuring risk attitudes towards delayed consequences. (2023). Paraschiv, Corina ; Kemel, Emmanuel.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:208:y:2023:i:c:p:325-344.

    Full description at Econpapers || Download paper

  2. .

    Full description at Econpapers || Download paper

  3. Controlling ambiguity: The illusion of control in choice under risk and ambiguity. (2022). Tymula, Agnieszka ; Berger, Alex.
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:65:y:2022:i:3:d:10.1007_s11166-022-09399-4.

    Full description at Econpapers || Download paper

  4. Risk and time preferences interaction: An experimental measurement. (2022). Somasundaram, Jeeva ; Eli, Vincent.
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:65:y:2022:i:2:d:10.1007_s11166-022-09394-9.

    Full description at Econpapers || Download paper

  5. Inter?temporal mutual?fund management. (2022). Li, Yiqun ; Cheung, Ka Chun ; Bensoussan, Alain ; Phillip, Sheung Chi.
    In: Mathematical Finance.
    RePEc:bla:mathfi:v:32:y:2022:i:3:p:825-877.

    Full description at Econpapers || Download paper

  6. PRUDENT DISCOUNTING: EXPERIMENTAL EVIDENCE ON HIGHER ORDER TIME RISK PREFERENCES. (2021). Ebert, Sebastian.
    In: International Economic Review.
    RePEc:wly:iecrev:v:62:y:2021:i:4:p:1489-1511.

    Full description at Econpapers || Download paper

  7. Risk attitudes and digit ratio (2D:4D): Evidence from prospect theory. (2020). Schmidt, Ulrich ; van Eimeren, Thilo ; Kaernbach, Christian ; Probst, Catharina ; Ring, Patrick ; Vieider, Ferdinand M ; Neyse, Levent.
    In: EconStor Open Access Articles.
    RePEc:zbw:espost:222433.

    Full description at Econpapers || Download paper

  8. Time Lotteries and Stochastic Impatience. (2020). Ortoleva, Pietro ; Dejarnette, Patrick ; Gottlieb, Daniel ; Dillenberger, David.
    In: Econometrica.
    RePEc:wly:emetrp:v:88:y:2020:i:2:p:619-656.

    Full description at Econpapers || Download paper

  9. Risk attitudes and digit ratio (2D:4D): Evidence from prospect theory. (2020). Vieider, Ferdinand ; Schmidt, Ulrich ; Neyse, Levent ; Eimeren, Thilo ; Kaernbach, Christian ; Probst, Catharina ; Ring, Patrick.
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:60:y:2020:i:1:d:10.1007_s11166-020-09321-w.

    Full description at Econpapers || Download paper

  10. Living up to expectations: Experimental tests of subjective life expectancy as reference point in time trade-off and standard gamble. (2020). Brouwer, Werner ; Attema, Arthur ; Lipman, Stefan A.
    In: Journal of Health Economics.
    RePEc:eee:jhecon:v:71:y:2020:i:c:s0167629619302279.

    Full description at Econpapers || Download paper

  11. .

    Full description at Econpapers || Download paper

  12. Essays on behavioral finance. (2019). Neszveda, G.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:05059039-5236-42a3-be1b-3c1be952551b.

    Full description at Econpapers || Download paper

  13. Delayed probabilistic risk attitude: a parametric approach. (2019). Webb, Craig ; Zank, Horst ; Pan, Jinrui.
    In: Theory and Decision.
    RePEc:kap:theord:v:87:y:2019:i:2:d:10.1007_s11238-019-09712-9.

    Full description at Econpapers || Download paper

  14. How related are risk preferences and time preferences?. (2019). Holden, Stein ; Tilahun, Mesfin.
    In: CLTS Working Papers.
    RePEc:hhs:nlsclt:2019_004.

    Full description at Econpapers || Download paper

  15. The missing link: unifying risk taking and time discounting. (2018). Epper, Thomas ; Fehr-Duda, Helga.
    In: ECON - Working Papers.
    RePEc:zur:econwp:096.

    Full description at Econpapers || Download paper

  16. Weighted temporal utility. (2018). , Kirsten ; Gerber, Anke.
    In: Economic Theory.
    RePEc:spr:joecth:v:66:y:2018:i:1:d:10.1007_s00199-017-1058-8.

    Full description at Econpapers || Download paper

  17. Time Lotteries and Stochastic Impatience. (2018). Ortoleva, Pietro ; Gottlieb, Daniel ; Dillenberger, David ; Dejarnette, Patrick.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:18-021.

    Full description at Econpapers || Download paper

  18. Sources of Uncertainty and Subjective Prices. (2018). Minardi, Stefania ; Cerreia-Vioglio, Simone ; Battigalli, Pierpaolo ; Marinacci, M ; Maccheroni, F ; Cappelli, V.
    In: Working Papers.
    RePEc:igi:igierp:628.

    Full description at Econpapers || Download paper

  19. Modeling Interactions between Risk, Time, and Social Preferences. (2018). Schneider, Mark.
    In: Working Papers.
    RePEc:chu:wpaper:18-19.

    Full description at Econpapers || Download paper

  20. Horizon-dependent risk aversion and the timing and pricing of uncertainty. (2017). Schmalz, Martin ; Eisenbach, Thomas ; Andries, Marianne.
    In: Staff Reports.
    RePEc:fip:fednsr:703.

    Full description at Econpapers || Download paper

  21. Anxiety in the face of risk. (2016). Schmalz, Martin ; Eisenbach, Thomas.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:121:y:2016:i:2:p:414-426.

    Full description at Econpapers || Download paper

  22. Dual Process Utility Theory: A Model of Decisions Under Risk and Over Time. (2016). Schneider, Mark.
    In: Working Papers.
    RePEc:chu:wpaper:16-23.

    Full description at Econpapers || Download paper

  23. Asset Pricing with Horizon-Dependent Risk Aversion. (2015). Schmalz, Martin ; Eisenbach, Thomas ; Andries, Marianne.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:1069.

    Full description at Econpapers || Download paper

  24. Anxiety, overconfidence, and excessive risk-taking. (2015). Schmalz, Martin ; Eisenbach, Thomas.
    In: Staff Reports.
    RePEc:fip:fednsr:711.

    Full description at Econpapers || Download paper

  25. Anxiety in the face of risk. (2015). Schmalz, Martin ; Eisenbach, Thomas.
    In: Staff Reports.
    RePEc:fip:fednsr:610.

    Full description at Econpapers || Download paper

  26. Do Individuals Have Preferences Used in Macro-Finance Models? An Experimental Investigation. (2014). Brown, Alexander ; Kim, Hwagyun.
    In: Management Science.
    RePEc:inm:ormnsc:v:60:y:2014:i:4:p:939-958.

    Full description at Econpapers || Download paper

  27. Rationality and Dynamic Consistency under Risk and Uncertainty. (2013). Zank, Horst ; Hammond, Peter J.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:1033.

    Full description at Econpapers || Download paper

  28. Probability and Time Trade-Off. (2012). Baucells, Manel ; Heukamp, Franz H..
    In: Management Science.
    RePEc:inm:ormnsc:v:58:y:2012:i:4:p:831-842.

    Full description at Econpapers || Download paper

  29. Anxiety in the Face of Risk. (2011). Schmalz, Martin ; Eisenbach, Thomas.
    In: Working Papers.
    RePEc:pri:metric:wp029_2011_eisenbach_schmalz.pdf.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-12 18:34:51 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.