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Asset Pricing with Status Risk

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1006/game.1996.0048openalex-snapshot
The Evolution of Attitudes to Risk: Lottery Tickets and Relative Wealth
inferredcites →https://doi.org/10.1006/jeth.2001.2796openalex-snapshot
Increasing Dominance with No Efficiency Effect
inferredcites →https://doi.org/10.1007/978-3-540-24784-5_8openalex-snapshot
Investment and concern for relative position
inferredcites →https://doi.org/10.1007/bf00052075openalex-snapshot
Choosing the right pond: Human behavior and the quest for status
inferredcites →https://doi.org/10.1007/pl00013706openalex-snapshot
Investment and concern for relative position
inferredcites →https://doi.org/10.1016/0047-2727(95)01564-7openalex-snapshot
Satisfaction and comparison income
inferredcites →https://doi.org/10.1016/0304-405x(79)90013-8openalex-snapshot
Risk measurement when shares are subject to infrequent trading
inferredcites →https://doi.org/10.1016/0304-405x(87)90026-2openalex-snapshot
Expected stock returns and volatility
inferredcites →https://doi.org/10.1016/0304-405x(93)90023-5openalex-snapshot
Common risk factors in the returns on stocks and bonds
inferredcites →https://doi.org/10.1016/b978-0-444-53187-2.00003-6openalex-snapshot
Preferences for Status
inferredcites →https://doi.org/10.1016/j.jbankfin.2009.10.002openalex-snapshot
The effect of holdings data frequency on conclusions about mutual fund behavior
inferredcites →https://doi.org/10.1016/j.jfineco.2005.05.012openalex-snapshot
The conditional CAPM does not explain asset-pricing anomalies☆
inferredcites →https://doi.org/10.1016/j.jfineco.2006.07.003openalex-snapshot
Technological innovation and real investment booms and busts
inferredcites →https://doi.org/10.1016/j.jfineco.2010.08.014openalex-snapshot
Maxing out: Stocks as lotteries and the cross-section of expected returns
inferredcites →https://doi.org/10.1016/j.obhdp.2006.09.007openalex-snapshot
Social comparison: The end of a theory and the emergence of a field
inferredcites →https://doi.org/10.1017/cbo9780511609220.014openalex-snapshot
Prospect theory: An analysis of decision under risk
inferredcites →https://doi.org/10.1017/s002210900999010xopenalex-snapshot
Does Prior Performance Affect a Mutual Fund’s Choice of Risk? Theory and Further Empirical Evidence
inferredcites →https://doi.org/10.1037/0022-3514.76.3.420openalex-snapshot
When better-than-others compare upward: Choice of comparison and comparative evaluation as independent predictors of academic performance.
inferredcites →https://doi.org/10.1086/256692openalex-snapshot
The Utility Analysis of Choices Involving Risk
inferredcites →https://doi.org/10.1086/260061openalex-snapshot
Risk, Return, and Equilibrium: Empirical Tests
inferredcites →https://doi.org/10.1086/374184openalex-snapshot
Liquidity Risk and Expected Stock Returns
inferredcites →https://doi.org/10.1086/427463openalex-snapshot
The Equilibrium Distribution of Income and the Market for Status
inferredcites →https://doi.org/10.1086/516389openalex-snapshot
Risk Taking by Mutual Funds as a Response to Incentives
inferredcites →https://doi.org/10.1093/owc/9780199552580.001.0001openalex-snapshot
The Theory of the Leisure Class
inferredcites →https://doi.org/10.1093/qje/120.3.963openalex-snapshot
Neighbors as Negatives: Relative Earnings and Well-Being
inferredcites →https://doi.org/10.1093/rfs/3.2.175openalex-snapshot
When Are Contrarian Profits Due to Stock Market Overreaction?
inferredcites →https://doi.org/10.1093/rfs/hhm032openalex-snapshot
Relative Wealth Concerns and Financial Bubbles
inferredcites →https://doi.org/10.1093/rfs/hhm057openalex-snapshot
Tournaments in Mutual-Fund Families
inferredcites →https://doi.org/10.1111/0022-1082.00148openalex-snapshot
Conditioning Variables and the Cross Section of Stock Returns
inferredcites →https://doi.org/10.1111/j.0741-6261.2007.00102.xopenalex-snapshot
Go for broke or play it safe? Dynamic competition with choice of variance
inferredcites →https://doi.org/10.1111/j.1354-7798.2004.00248.xopenalex-snapshot
Keeping Up with the Joneses and the Home Bias
inferredcites →https://doi.org/10.1111/j.1430-9134.2003.00139.xopenalex-snapshot
R&D Competition When Firms Choose Variance
inferredcites →https://doi.org/10.1111/j.1467-937x.2009.00583.xopenalex-snapshot
Information Acquisition and Under-Diversification
inferredcites →https://doi.org/10.1111/j.1540-6261.1971.tb00584.xopenalex-snapshot
ON THE ASSESSMENT OF RISK
inferredcites →https://doi.org/10.1111/j.1540-6261.1987.tb04565.xopenalex-snapshot
A Simple Model of Capital Market Equilibrium with Incomplete Information
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb05203.xopenalex-snapshot
Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03808.xopenalex-snapshot
On Persistence in Mutual Fund Performance
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00676.xopenalex-snapshot
Diversification as a Public Good: Community Effects in Portfolio Choice
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00690.xopenalex-snapshot
Hedge Funds and the Technology Bubble
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.00836.xopenalex-snapshot
The Cross‐Section of Volatility and Expected Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01483.xopenalex-snapshot
Who Gambles in the Stock Market?
inferredcites →https://doi.org/10.1162/003355301556374openalex-snapshot
Status in Markets
inferredcites →https://doi.org/10.1162/003355399556034openalex-snapshot
Career Concerns of Mutual Fund Managers
inferredcites →https://doi.org/10.1257/0002828042002705openalex-snapshot
Running to Keep in the Same Place: Consumer Choice as a Game of Status
inferredcites →https://doi.org/10.1257/aer.97.2.159openalex-snapshot
Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns
inferredcites →https://doi.org/10.1257/aer.98.5.2066openalex-snapshot
Stocks as Lotteries: The Implications of Probability Weighting for Security Prices
inferredcites →https://doi.org/10.1257/pandp.109.612openalex-snapshot
American Economic Review
inferredcites →https://doi.org/10.2139/ssrn.920840openalex-snapshot
The Effect of the Frequency of Holdings Data on Conclusions About Mutual Fund Management Behavior
inferredcites →https://doi.org/10.2307/1053593openalex-snapshot
Income, Saving, and the Theory of Consumer Behavior
inferredcites →https://doi.org/10.2307/1912775openalex-snapshot
Large Sample Properties of Generalized Method of Moments Estimators
inferredcites →https://doi.org/10.2307/1913610openalex-snapshot
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
inferredcites →https://doi.org/10.2307/1914185openalex-snapshot
Prospect Theory: An Analysis of Decision under Risk
inferredcites →https://doi.org/10.2307/2070056openalex-snapshot
Choosing the Right Pond: Human Behavior and the Quest for Status.
inferredcites →https://doi.org/10.2307/2331355openalex-snapshot
Multifactor Portfolio Efficiency and Multifactor Asset Pricing
inferredcites →https://doi.org/10.2307/2549507openalex-snapshot
Income, Saving and the Theory of Consumer Behavior.
inferredcites →https://doi.org/10.2307/2951568openalex-snapshot
Status, the Distribution of Wealth, Private and Social Attitudes to Risk
inferredcites →https://doi.org/10.3386/w3279openalex-snapshot
Asset Prices under Habit Formation and Catching up with the Joneses
inferredcites →https://doi.org/10.3386/w5234openalex-snapshot
Risk Taking by Mutual Funds as a Response to Incentives
inferredcites →https://doi.org/10.3386/w6394openalex-snapshot
Career Concerns of Mutual Fund Managers
inferredcites →https://doi.org/10.4324/9781003549741-8openalex-snapshot
The Quarterly Journal of Economics

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.1319786openalex-extracted
Mutual Fund's R2 as Predictor of Performance
inferred← citeshttps://doi.org/10.2139/ssrn.2205616openalex-extracted
Rank Matters - The Impact of Social Competition on Portfoilio Choice
inferred← citeshttps://doi.org/10.1007/978-1-4614-4139-7_6openalex-snapshot
The Effect of Social Status on Decision-Making and Prices in Financial Networks
inferred← citeshttps://doi.org/10.1007/s10693-016-0242-5openalex-snapshot
Strategic Choice of Risk: Evidence from Mutual Fund Families
inferred← citeshttps://doi.org/10.1007/s11156-013-0348-xopenalex-snapshot
The evolution of capital asset pricing models
inferred← citeshttps://doi.org/10.1016/j.econmod.2020.09.007openalex-snapshot
On the optimality of social status seeking
inferred← citeshttps://doi.org/10.1016/j.euroecorev.2013.11.010openalex-snapshot
Rank matters–The impact of social competition on portfolio choice
inferred← citeshttps://doi.org/10.1016/j.ijforecast.2025.03.005openalex-snapshot
M6 investment challenge: The role of luck and strategic considerations
inferred← citeshttps://doi.org/10.1016/j.rfe.2013.05.006openalex-snapshot
The spirit of capitalism among the income classes
inferred← citeshttps://doi.org/10.1093/rfs/hhs182openalex-snapshot
Mutual Fund's R 2 as Predictor of Performance
inferred← citeshttps://doi.org/10.1257/aer.98.5.2066openalex-snapshot
Stocks as Lotteries: The Implications of Probability Weighting for Security Prices
inferred← citeshttps://doi.org/10.15239/j.brcacadjb.2020.10.01.ja01openalex-snapshot
Performance Comparison of Institutional and Retail Mutual Funds Using Multifactor Models
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