Reference health
On the Applicability of Maximum Likelihood Methods: From Experimental to Financial Data
4 of 207 checkable references need attention · checked 2026-08-02
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 work10.2307/2328253
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Information Theory and an Extension of the Maximum Likelihood Principle
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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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Quasi-random maximum simulated likelihood estimation of the mixed multinomial logit model
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Efficiency, Risk Aversion and Portfolio Insurance: An Analysis of Financial Asset Portfolios Held by Investors in the United Kingdom
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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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The Asset Structure of Individual Portfolios and Some Implications for Utility Functions
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A parametric analysis of prospect theory’s functionals for the general population
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Akaike's Information Criterion and Recent Developments in Information Complexity
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Discriminating between preference functionals: A preliminary Monte Carlo study
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RELATIVE RISK AVERSION IS CONSTANT: EVIDENCE FROM PANEL DATA
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An Experimental Study of the Disposition Effect: Evidence From Macau
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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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Risk and Return in the 20<sup><i>t</i><i>h</i></sup> and 21<sup><i>s</i><i>t</i></sup> Centuries
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The Specification and Estimation of Dynamic Stochastic Discrete Choice Models: A Survey
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Predicting Contemporary Volume with Historic Volume at Differential Price Levels: Evidence Supporting the Disposition Effect
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An Optimal Property of Principal Components in the Context of Restricted Least Squares
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Loss Aversion and Seller Behavior: Evidence from the Housing Market
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The investment behavior and performance of various investor types: a study of Finland's unique data set
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Mono- or bis-ligand complexes are better for chelation therapy? Theoretical approaches
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Do Professional Traders Exhibit Myopic Loss Aversion? An Experimental Analysis
resolves10.1007/bf01386213
On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
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Expected utility theory and prospect theory: one wedding and a decent funeral
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Risk Taking and Problem Context in the Domain of Losses: An Expected Utility Analysis
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Experimental investigations of errors in decision making under risk
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Experimental Economics and the Theory of Decision Making Under Risk and Uncertainty
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Investigating Generalizations of Expected Utility Theory Using Experimental Data
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A Skewness-Adjusted Binomial Model for Pricing Futures Options—The Importance of the Mean and Carrying-Cost Parameters
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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
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What Do Laboratory Experiments Measuring Social Preferences Reveal About the Real World?
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Does Risk Seeking Drive Stock Prices? A Stochastic Dominance Analysis of Aggregate Investor Preferences and Beliefs
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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
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A Microeconometric Test of Alternative Stochastic Theories of Risky Choice
resolves10.1214/aoms/1177730491
On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other
resolves10.1287/mnsc.32.1.56
“Lottery Equivalents”: Reduction of the Certainty Effect Problem in Utility Assessment
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Coexistence of disposition investors and momentum traders in stock markets: experimental evidence
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On the Use of Artificial Regressions in Certain Microeconometric Models
resolves10.1111/1540-6261.00518
Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options
resolves10.2307/1243978
Expo‐Power Utility: A ‘Flexible’ Form for Absolute and Relative Risk Aversion
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Joint Estimation of Risk Preference Structure and Technology Using Expo‐Power Utility
resolves10.1080/00949658608810925
Alternative estimators in logistic regression when the data are collinear
resolves10.1086/295998
Realized Returns on Common Stock Investments: The Experience of Individual Investors
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INDIVIDUAL INVESTOR RISK AVERSION AND INVESTMENT PORTFOLIO COMPOSITION
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Patterns of behavior of professionally managed and independent investors
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The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence
resolves10.1080/03610927808827599
Further analysis of the data by Akaike's information criterion and the finite corrections
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The Effect of Myopia and Loss Aversion on Risk Taking: An Experimental Test
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
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Stochastic models for binary discrete choice under risk: a critical primer and econometric comparison
The 66 references without a DOI — listed, not checked
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no DOI — not checkedSubjectively weighted utility: A descriptive extension 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
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no DOI — not checkedPortfolio choice and trading volume with loss-averse investors
no DOI — not checkedExperimental evidence on alternative portfolio decision rules
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no DOI — not checkedProspect theory, mental accounting, and the disposition effect
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no DOI — not checkedLoss aversion in a futures market: An empirical test
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no DOI — not checkedApplied Logistic Regression
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no DOI — not checkedExperimental Econometrics for Finance-Analysis of a Likelihood Approach Jackwerth
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no DOI — not checkedExperimental tests of the separation theorem and the capital asset pricing model
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no DOI — not checkedDynamic consistency and non-expected utility models of choice under uncertainty
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no DOI — not checkedRegression standard errors in clustered samples
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no DOI — not checkedInvestor overconfidence and trading volume
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