Search Results - subject:"salience theory"

Attention and salience in preference reversals

Alós-Ferrer, Carlos; Ritschel, Alexander - 2021

We investigate the implications of Salience Theory for the classical preference reversal phenomenon, where monetary … that lottery influence the evaluation of the target lottery as predicted by Salience Theory. The effect, however, is of a … Salience Theory, but we find no evidence that larger salience results in more transitions. …

Persistent link: https://www.econbiz.de/10012520210

Investigating the empirical validity of salience theory : the role of display format effects

Ostermair, Christoph - 2021

Persistent link: https://www.econbiz.de/10012698858

Market states and lottery preference : evidence from Chinese open-end funds

He, Rongxin; Hsieh, Pei-Lin - In: Asia-Pacific journal of financial studies 52 (2023) 5, pp. 678-706

Persistent link: https://www.econbiz.de/10014426504

Salience in beta anomaly

Li, Xiaofang; Li, Daye; Yi, Kefu; Men, Ming - In: Applied economics 55 (2023) 55, pp. 6479-6503

Persistent link: https://www.econbiz.de/10014382184

Salience theory and mutual fund flows : empirical evidence from China

Hu, Shiyang; Xiang, Cheng; Quan, Xiaofeng - In: Emerging markets review 54 (2023), pp. 1-24

Persistent link: https://www.econbiz.de/10014336717

Probability distortions, collectivism, and international stock prices

Hollstein, Fabian; Sejdiu, Vulnet - In: Journal of behavioral and experimental finance 39 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014457492

The peer effect of penalty against firm leaders

Cai, Wenjing; Jiang, Fuxiu; Ma, Jia - In: Finance research letters 52 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014471911

Salience theory in price and trading volume : evidence from China

Sun, Kaisi; Wang, Hui; Zhu, Yifeng - In: Journal of empirical finance 70 (2023), pp. 38-61

Persistent link: https://www.econbiz.de/10014423582

Optimal Stopping in a Dynamic Salience Model

Dertwinkel-Kalt, Markus; Frey, Jonas; Köster, Mats - 2020

stopping strategy. Guided by salience theory, we theoretically and experimentally analyze the implications of skewness …, and we verify that salience theory coherently explains skewness preferences revealed in static and dynamic decisions …

Persistent link: https://www.econbiz.de/10012269566

Optimal stopping in a dynamic salience model

Dertwinkel-Kalt, Markus; Frey, Jonas; Köster, Mats - 2020

Persistent link: https://www.econbiz.de/10012263367