Reference health
Taming Models of Prospect Theory in the Wild? Estimation of Vlcek and Hens (2011)
3 of 202 checkable references need attention · checked 2026-08-05
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
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References needing attention
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does not resolve to a known work10.1016/j.jbankfin.2003.07.001
does not resolve to a known work10.1037//0033-295x.102.2.269
The 199 checked references that resolve
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Parameter-Free Elicitation of Utility and Probability Weighting Functions
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Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty
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Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
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On the social psychology of the stock market: Aggregate attributional effects and the regressiveness of prediction.
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Explaining the price-volume relationship: The difference between price changes and changing prices
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Reference point adaptation: Tests in the domain of security trading
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A cross-cultural study of reference point adaptation: Evidence from China, Korea, and the US
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Is the Aggregate Investor Reluctant to Realise Losses? Evidence from Taiwan
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Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
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Are individual investors tax savvy? Evidence from retail and discount brokerage accounts
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All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
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Stocks as Lotteries: The Implications of Probability Weighting for Security Prices
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Preferences with frames: A new utility specification that allows for the framing of risks
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How Distance, Language, and Culture Influence Stockholdings and Trades
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What Drives the Disposition Effect? An Analysis of a Long‐Standing Preference‐Based Explanation
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The Pricing of Path-Dependent Structured Financial Retail Products:<i>The Case of Bonus Certificates</i>
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Are Investors Really Reluctant to Realize Their Losses? Trading Responses to Past Returns and the Disposition Effect
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Tests of Theories of Decision Making: Violations of Branch Independence and Distribution Independence
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Evidence against Rank-Dependent Utility Theories: Tests of Cumulative Independence, Interval Independence, Stochastic Dominance, and Transitivity
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A Parameter-Free Elicitation of the Probability Weighting Function in Medical Decision Analysis
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Testing Theories of Choice Under Risk: Estimation of Individual Functionals
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A parametric analysis of prospect theory’s functionals for the general population
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Fight Or Flight? Portfolio Rebalancing by Individual Investors<sup>*</sup>
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Investigation of stochastic preference theory using experimental data
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Discriminating between preference functionals: A preliminary Monte Carlo study
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The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers
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Looking for Someone to Blame: Delegation, Cognitive Dissonance, and the Disposition Effect
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An Experimental Study of the Disposition Effect: Evidence From Macau
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Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks
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Betting on trends: Intuitive forecasts of financial risk and return
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Up Close and Personal: Investor Sophistication and the Disposition Effect
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The Performance of Individual Investors in Structured Financial Products
resolves10.1023/B:RISK.0000026096.48985.a3
Is Probability Weighting Sensitive to the Magnitude of Consequences? An Experimental Investigation on Losses
resolves10.1111/j.1540-6261.1988.tb04599.x
Predicting Contemporary Volume with Historic Volume at Differential Price Levels: Evidence Supporting the Disposition Effect
resolves10.1162/003355301753265561
Loss Aversion and Seller Behavior: Evidence from the Housing Market
resolves10.1111/j.1540-6261.2006.00873.x
Do Dividend Clienteles Exist? Evidence on Dividend Preferences of Retail Investors
resolves10.1016/s0304-405x(99)00044-6
The investment behavior and performance of various investor types: a study of Finland's unique data set
resolves10.1086/296593
Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns
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Taring All Investors with the Same Brush? Evidence for Heterogeneity in Individual Preferences from a Maximum Likelihood Approach
resolves10.1007/s10683-008-9203-7
Expected utility theory and prospect theory: one wedding and a decent funeral
resolves10.1287/mnsc.1100.1269
Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment
resolves10.2307/252685
Risk Taking and Problem Context in the Domain of Losses: An Expected Utility Analysis
resolves10.1287/mnsc.31.10.1213
Probability Versus Certainty Equivalence Methods in Utility Measurement: Are they Equivalent?
resolves10.1016/0014-2921(09)40007-4
Experimental investigations of errors in decision making under risk
resolves10.1016/0165-1765(94)00533-8
Stochastic choice with deterministic preferences: An experimental investigation
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Investigating Generalizations of Expected Utility Theory Using Experimental Data
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Smart Investing and the Role of Financial Advice - Evidence from a Natural Experiment Using Data Around a Tax Law Change
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On the Applicability of Maximum Likelihood Methods: From Experimental to Financial Data
resolves10.1016/0030-5073(78)90039-9
Subjectively weighted utility: A descriptive extension of the expected utility model
resolves10.1016/j.finmar.2003.11.002
Market-wide impact of the disposition effect: evidence from IPO trading volume
resolves10.1287/mnsc.47.12.1712.10239
What Determines the Shape of the Probability Weighting Function Under Uncertainty?
resolves10.1111/j.1540-6261.2006.01015.x
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis
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Dynamic Style Preferences of Individual Investors and Stock Returns
resolves10.1111/j.1540-6261.1986.tb04559.x
Volume for Winners and Losers: Taxation and Other Motives for Stock Trading
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Do Investors Integrate Losses and Segregate Gains? Mental Accounting and Investor Trading Decisions*
resolves10.1111/j.1540-6261.2010.01576.x
Do Limit Orders Alter Inferences about Investor Performance and Behavior?
resolves10.1016/s0191-2615(99)00033-8
Global maximum likelihood estimation procedure for multinomial probit (MNP) model parameters
resolves10.1023/A:1014094209265
A Microeconometric Test of Alternative Stochastic Theories of Risky Choice
resolves10.1287/mnsc.32.1.56
“Lottery Equivalents”: Reduction of the Certainty Effect Problem in Utility Assessment
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Regression to the Mean: One of the Most Neglected but Important Concepts in the Stock Market
resolves10.1016/j.ejor.2004.05.029
Dynamic decision making without expected utility: An operational approach
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The Disposition Effect and Individual Investor Decisions: The Roles of Regret and Counterfactual Alternatives
resolves10.1017/s0266466600009178
On the Use of Artificial Regressions in Certain Microeconometric Models
resolves10.1093/rfs/hhi033
Household Portfolio Diversification: A Case for Rank-Dependent Preferences
resolves10.1080/15427560902904628
Does the Consciousness of the Disposition Effect Increase the Equity Premium?
resolves10.1086/295998
Realized Returns on Common Stock Investments: The Experience of Individual Investors
resolves10.1111/j.1540-6261.1978.tb04859.x
THE COMMON‐STOCK‐PORTFOLIO PERFORMANCE RECORD OF INDIVIDUAL INVESTORS: 1964–70
resolves10.1007/s10203-007-0066-8
Linear cumulative prospect theory with applications to portfolio selection and insurance demand
resolves10.1016/s0378-4266(00)00139-4
Patterns of behavior of professionally managed and independent investors
resolves10.1111/j.1540-6261.1985.tb05002.x
The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence
resolves10.1111/j.1540-6261.1984.tb03886.x
Marketmaker Behavior in an Auction Market: An Analysis of Scalpers in Futures Markets
resolves10.1257/jel.38.2.332
Developments in Non-Expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk
resolves10.1016/j.jbef.2014.04.001
Speculating in gains, waiting in losses: A closer look at the disposition effect
resolves10.2139/ssrn.947078
Portfolio Choice with Loss Aversion, Asymmetric Risk-Taking Behavior and Segregation of Riskless Opportunities
resolves10.1287/mnsc.49.7.979.16383
The Data of Levy and Levy (2002) “Prospect Theory: Much Ado About Nothing?” Actually Support Prospect Theory
resolves10.1287/mnsc.42.8.1131
Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown
resolves10.1016/s0167-2681(97)00089-9
The disposition effect in securities trading: an experimental analysis
resolves10.1111/0022-1082.00263
Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses
resolves10.1016/S0193-2306(08)00004-5
Stochastic models for binary discrete choice under risk: a critical primer and econometric comparison
The 30 references without a DOI — listed, not checked
no DOI — not checkedOnce burned twice shy: Naive learning, counterfactuals and the repruchase of stocks previously sold
no DOI — not checkedref30
no DOI — not checkedEstimation and inference in non-linear structural models
no DOI — not checkedSubjectively weighted utility: A descriptive extention of the expected utility model
no DOI — not checkedA comparison of the estimates of eu and noneu preference functionals using data from pairwise choice and complete ranking experiments
no DOI — not checkedref58
no DOI — not checkedref70
no DOI — not checkedref72
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no DOI — not checkedref84
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no DOI — not checkedProspect theory, mental accounting, and the disposition effect
no DOI — not checkedref111
no DOI — not checkedLoss aversion in a futures market: An empirical test
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no DOI — not checkedInformation and the accuracy attainable in the estimation of statistical parameters
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