Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle*
Work
Year: 2016
Type: article
Abstract: Supported by several recent investigations, the empirical pricing kernel (PK) puzzle might be considered as a stylized fact. Based on an economic model with reference-dependent preferences for the fin... more
Source: Review of Finance
Cites: 82
Cited by: 19
Related to: 10
FWCI: 2.558
Citation percentile (by year/subfield): 96.19
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green