On the public citation graph

Empirical Asset Pricing with Reference-Dependent Heterogeneous Agents

https://doi.org/10.2139/ssrn.2420088
0 signed · 62 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

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

inferredcites →https://doi.org/10.1007/s11238-009-9144-4openalex-extracted
A parametric analysis of prospect theory’s functionals for the general population
inferredcites →https://doi.org/10.1007/s11408-006-0019-1openalex-extracted
Making prospect theory fit for finance
inferredcites →https://doi.org/10.1016/0304-3932(85)90061-3openalex-extracted
The equity premium: A puzzle
inferredcites →https://doi.org/10.1016/0304-405x(79)90016-3openalex-extracted
An intertemporal asset pricing model with stochastic consumption and investment opportunities
inferredcites →https://doi.org/10.1016/b978-0-12-780850-5.50018-6openalex-extracted
THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation,…
inferredcites →https://doi.org/10.1016/j.jempfin.2009.11.005openalex-extracted
Loss-aversion and household portfolio choice
inferredcites →https://doi.org/10.1016/j.jfineco.2010.08.014openalex-extracted
Maxing out: Stocks as lotteries and the cross-section of expected returns
inferredcites →https://doi.org/10.1016/j.jmoneco.2005.08.021openalex-extracted
Testing heterogeneous-agent models: an alternative aggregation approach
inferredcites →https://doi.org/10.1016/s0167-2681(99)00004-9openalex-extracted
Loss aversion in a consumption–savings model
inferredcites →https://doi.org/10.1017/cbo9780511803475.003openalex-extracted
Prospect Theory: An Analysis of Decision under Risk
inferredcites →https://doi.org/10.1080/07350015.2012.670544openalex-extracted
The Role of Heterogeneity in Asset Pricing: The Effect of a Clustering Approach
inferredcites →https://doi.org/10.1086/260700openalex-extracted
Market "Efficiency" in a Market with Heterogeneous Information
inferredcites →https://doi.org/10.1086/261749openalex-extracted
Implications of Security Market Data for Models of Dynamic Economies
inferredcites →https://doi.org/10.1086/262023openalex-extracted
Asset Pricing with Heterogeneous Consumers
inferredcites →https://doi.org/10.1086/340776openalex-extracted
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence
inferredcites →https://doi.org/10.1086/426042openalex-extracted
Consumption Risk and the Cross Section of Expected Returns
inferredcites →https://doi.org/10.1093/qje/121.4.1133openalex-extracted
A Model of Reference-Dependent Preferences
inferredcites →https://doi.org/10.1093/rfs/hhp041openalex-extracted
Expected Idiosyncratic Skewness
inferredcites →https://doi.org/10.1093/rfs/hht051openalex-extracted
Asset Prices with Heterogeneity in Preferences and Beliefs
inferredcites →https://doi.org/10.1111/0022-1082.00078openalex-extracted
Volume, Volatility, Price, and Profit When All Traders Are Above Average
inferredcites →https://doi.org/10.1111/0022-1082.00379openalex-extracted
Investor Psychology and Asset Pricing
inferredcites →https://doi.org/10.1111/j.1540-6261.1964.tb02865.xopenalex-extracted
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
inferredcites →https://doi.org/10.1111/j.1540-6261.1995.tb05169.xopenalex-extracted
Size and Book-to-Market Factors in Earnings and Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.2012.01795.xopenalex-extracted
Ex Ante Skewness and Expected Stock Returns
inferredcites →https://doi.org/10.1162/003355301556310openalex-extracted
Prospect Theory and Asset Prices
inferredcites →https://doi.org/10.1162/qjec.121.4.1133openalex-extracted
A Model of Reference-Dependent Preferences
inferredcites →https://doi.org/10.1257/aer.98.1.38openalex-extracted
Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show
inferredcites →https://doi.org/10.1257/aer.98.5.2066openalex-extracted
Stocks as Lotteries: The Implications of Probability Weighting for Security Prices
inferredcites →https://doi.org/10.21034/dp.29openalex-extracted
Implications of Security Market Data for Models of Dynamic Economies
inferredcites →https://doi.org/10.2139/ssrn.1089071openalex-extracted
Expected Idiosyncratic Skewness
inferredcites →https://doi.org/10.2139/ssrn.1262416openalex-extracted
Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
inferredcites →https://doi.org/10.2139/ssrn.1364221openalex-extracted
The Role of Heterogeneity in Asset Pricing: The Effect of Clustering Approach
inferredcites →https://doi.org/10.2139/ssrn.1365032openalex-extracted
Asset Prices with Heterogeneity in Preferences and Beliefs
inferredcites →https://doi.org/10.2139/ssrn.1379120openalex-extracted
A Parametric Analysis of Prospect Theory's Functionals for the General Population
inferredcites →https://doi.org/10.2139/ssrn.1522218openalex-extracted
Ex Ante Skewness and Expected Stock Returns
inferredcites →https://doi.org/10.2139/ssrn.169790openalex-extracted
Prospect Theory and Asset Prices
inferredcites →https://doi.org/10.2139/ssrn.189972openalex-extracted
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence
inferredcites →https://doi.org/10.2139/ssrn.2140880openalex-extracted
Consumption-Based Asset Pricing with Loss Aversion
inferredcites →https://doi.org/10.2139/ssrn.2177288openalex-extracted
Thirty Years of Prospect Theory in Economics: A Review and Assessment
inferredcites →https://doi.org/10.2139/ssrn.265132openalex-extracted
Investor Psychology and Asset Pricing
inferredcites →https://doi.org/10.2139/ssrn.639044openalex-extracted
Consumption Risk and the Cross-Section of Expected Returns
inferredcites →https://doi.org/10.2139/ssrn.649421openalex-extracted
Stocks as Lotteries: the Implications of Probability Weighting for Security Prices
inferredcites →https://doi.org/10.2139/ssrn.680783openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.94141openalex-extracted
inferredcites →https://doi.org/10.2307/1910098openalex-extracted
Equilibrium in a Capital Asset Market
inferredcites →https://doi.org/10.2307/1911486openalex-extracted
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
inferredcites →https://doi.org/10.2307/1911873openalex-extracted
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
inferredcites →https://doi.org/10.2307/1913837openalex-extracted
Asset Prices in an Exchange Economy
inferredcites →https://doi.org/10.2307/1914185openalex-extracted
Prospect Theory: An Analysis of Decision under Risk
inferredcites →https://doi.org/10.2307/1924119openalex-extracted
The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
inferredcites →https://doi.org/10.2307/2118511openalex-extracted
Myopic Loss Aversion and the Equity Premium Puzzle
inferredcites →https://doi.org/10.2307/2297810openalex-extracted
Smart Money, Noise Trading and Stock Price Behaviour
inferredcites →https://doi.org/10.2307/2329241openalex-extracted
inferredcites →https://doi.org/10.2307/2331334openalex-extracted
Behavioral Capital Asset Pricing Theory
inferredcites →https://doi.org/10.3386/w0564openalex-extracted
The Determinants of the Variability of Stock Market Prices
inferredcites →https://doi.org/10.3386/w18621openalex-extracted
Thirty Years of Prospect Theory in Economics: A Review and Assessment
inferredcites →https://doi.org/10.5167/uzh-97410openalex-extracted
Making prospect theory fit for finance
inferredcites →https://doi.org/10.1086/250059openalex-snapshot
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
inferredcites →https://doi.org/10.1111/jeea.12137openalex-snapshot
EXPECTATIONS-BASED REFERENCE-DEPENDENT PREFERENCES AND ASSET PRICING
inferredcites →https://doi.org/10.1142/9789812701022_0003openalex-snapshot
AN INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES
inferredcites →https://doi.org/10.3386/t0071openalex-snapshot
Smart Money, Noise Trading and Stock Price Behavior

What points at this work

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

inferred← citeshttps://doi.org/10.47297/wspcewsp2516-251920.20250902openalex-snapshot
The Impact of Investor Heterogeneity on Asset Pricing Models: A Reconstruction Incorporating Risk Preferences, Information Acquisition, and Investment Experience
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.