Details about Rachel A J Pownall (Campbell)

Access statistics for papers by Rachel A J Pownall (Campbell).

Last updated 2024-08-16. Update your information in the RePEc Author Service.

Short-id: pca242

Working Papers

2017

1. Dealer Networks in the World of Art
   Working Papers, Lancaster University Management School, Economics Department View citations (3)

2016

2. Market Evolution, Bidding Strategies, and Survival of Art Dealers
   Working Papers, Lancaster University Management School, Economics Department View citations (3)
3. Reference point heterogeneity
   Other publications TiSEM, Tilburg University, School of Economics and Management View citations (12)

2015

4. Empirical Evidence of Anchoring and Loss Aversion from Art Auctions
   Working Papers, Brandeis University, Department of Economics and International Business School View citations (10)
   See also Journal Article Empirical evidence of anchoring and loss aversion from art auctions, Journal of Cultural Economics, Springer (2023) View citations (1) (2023)
5. Household Financial Planning and Savings Behavior
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
   See also Journal Article Household financial planning and savings behavior, Journal of International Money and Finance, Elsevier (2016) View citations (17) (2016)
6. Reference Point Formation
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2014

7. Anchoring or Loss Aversion? Empirical Evidence from Art Auctions
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (14)
   Also in ACEI Working Paper Series, Association for Cultural Economics International (2014) View citations (13)

2012

8. Aspirations, Well-being, Risk-Aversion and Loss-Aversion
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
9. Going green: does it depend on education, gender, or income?
   MPRA Paper, University Library of Munich, Germany View citations (5)
   See also Journal Article Going green: does it depend on education, gender or income?, Applied Economics, Taylor & Francis Journals (2014) View citations (42) (2014)

2009

10. Repeat Sales Indexes: Estimation Without Assuming that Errors in Asset Returns Are Independently Distributed
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    See also Journal Article Repeat‐Sales Indexes: Estimation without Assuming that Errors in Asset Returns Are Independently Distributed, Real Estate Economics, American Real Estate and Urban Economics Association (2012) View citations (5) (2012)

2007

11. Irving Fisher and the UIP Puzzle: Meeting the Expectations a Century Later
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (3)
12. Irving Fisher, Expectational Errors, and the UIP Puzzle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)

2006

13. Does patience pay? Empirical testing of the option to delay accepting a tender offer in the US banking sector
    CFS Working Paper Series, Center for Financial Studies (CFS)
14. Revisiting the home bias puzzle: Downside equity risk
    CFS Working Paper Series, Center for Financial Studies (CFS)
    See also Journal Article Revisiting the home bias puzzle: Downside equity risk, Journal of International Money and Finance, Elsevier (2007) View citations (21) (2007)

2003

15. Diversification Meltdown or the Impact of Fat tails on Conditional Correlation?
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (7)

2002

16. Increased Correlation in Bear markets: A Downside Risk Perspective
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (90)
17. Measuring Credit Spread Risk
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (2)

1998

18. VaR-x: Fat Tails in Financial Risk Management
    Working Papers, Southern California - School of Business Administration View citations (28)

Journal Articles

2024

1. Ecological Footprint and Willingness to Pay for Green Goods: Evidence from the Netherlands
   The Energy Journal, 2024, 45, (1), 257-285

2023

2. Empirical evidence of anchoring and loss aversion from art auctions
   Journal of Cultural Economics, 2023, 47, (2), 279-301 View citations (1)
   See also Working Paper Empirical Evidence of Anchoring and Loss Aversion from Art Auctions, Working Papers (2015) View citations (10) (2015)

2022

3. An empirical analysis of price differences for male and female artists in the global art market
   Journal of Cultural Economics, 2022, 46, (3), 543-565 View citations (5)
4. Posthumous trading patterns affecting artwork prices
   (Financial returns, price determinants, and genre effects in American art investment)
   Oxford Economic Papers, 2022, 74, (2), 453-472 View citations (1)

2018

5. Millionaire investors: financial advisors, attribution theory and gender differences
   The European Journal of Finance, 2018, 24, (15), 1333-1349 View citations (2)

2016

6. Household financial planning and savings behavior
   Journal of International Money and Finance, 2016, 69, (C), 95-107 View citations (17)
   See also Working Paper Household Financial Planning and Savings Behavior, CEPR Discussion Papers (2015) View citations (2) (2015)
7. Pricing color intensity and lightness in contemporary art auctions
   Research in Economics, 2016, 70, (3), 412-420 View citations (16)

2014

8. Attitudes towards socially and environmentally responsible investment
   Journal of Behavioral and Experimental Finance, 2014, 1, (C), 27-44 View citations (25)
9. Going green: does it depend on education, gender or income?
   Applied Economics, 2014, 46, (5), 573-586 View citations (42)
   See also Working Paper Going green: does it depend on education, gender, or income?, MPRA Paper (2012) View citations (5) (2012)

2013

10. Bidding behavior and experience in internet auctions
    European Economic Review, 2013, 61, (C), 14-27 View citations (7)
11. I discovered the peso problem: Irving Fisher and the UIP puzzle
    Journal of International Money and Finance, 2013, 38, (C), 5-17 View citations (6)

2012

12. Does the sun ‘shine’ on art prices?
    Journal of Economic Behavior & Organization, 2012, 82, (1), 167-178 View citations (20)
13. Repeat‐Sales Indexes: Estimation without Assuming that Errors in Asset Returns Are Independently Distributed
    Real Estate Economics, 2012, 40, (1), 131-166 View citations (5)
    See also Working Paper Repeat Sales Indexes: Estimation Without Assuming that Errors in Asset Returns Are Independently Distributed, CEPR Discussion Papers (2009) (2009)

2008

14. Increasing correlations or just fat tails?
    Journal of Empirical Finance, 2008, 15, (2), 287-309 View citations (44)

2007

15. Revisiting the home bias puzzle: Downside equity risk
    Journal of International Money and Finance, 2007, 26, (7), 1239-1260 View citations (21)
    See also Working Paper Revisiting the home bias puzzle: Downside equity risk, CFS Working Paper Series (2006) (2006)

2002

16. Increased Correlation in Bear Markets
    Financial Analysts Journal, 2002, 58, (1), 87-94 View citations (7)

2001

17. Optimal portfolio selection in a Value-at-Risk framework
    Journal of Banking & Finance, 2001, 25, (9), 1789-1804 View citations (120)

1999

18. Capturing downside risk in financial markets: the case of the Asian Crisis
    Journal of International Money and Finance, 1999, 18, (6), 853-870 View citations (36)