EconPapers    
Economics at your fingertips  
 

Details about Rachel A J Pownall (Campbell)

E-mail:
Homepage:https://www.maastrichtuniversity.nl/r.pownall
Workplace:Graduate School of Business and Economics (GSBE), School of Business and Economics, Maastricht University, (more information at EDIRC)
Tilburg Sustainability Center, Universiteit van Tilburg (Tilburg University), (more information at EDIRC)

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

Last updated 2017-12-22. Update your information in the RePEc Author Service.

Short-id: pca242


Jump to Journal Articles

Working Papers

2017

  1. Dealer Networks in the World of Art
    Working Papers, Lancaster University Management School, Economics Department Downloads View citations (2)

2016

  1. Market Evolution, Bidding Strategies, and Survival of Art Dealers
    Working Papers, Lancaster University Management School, Economics Department Downloads View citations (1)
  2. Reference point heterogeneity
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (3)

2015

  1. Empirical Evidence of Anchoring and Loss Aversion from Art Auctions
    Working Papers, Brandeis University, Department of Economics and International Businesss School Downloads View citations (2)
  2. Household Financial Planning and Savings Behavior
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    See also Journal Article in Journal of International Money and Finance (2016)
  3. Reference Point Formation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads

2014

  1. Anchoring or Loss Aversion? Empirical Evidence from Art Auctions
    ACEI Working Paper Series, Association for Cultural Economics International Downloads View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (5)

2012

  1. Aspirations, Well-being, Risk-Aversion and Loss-Aversion
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  2. Going green: does it depend on education, gender, or income?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article in Applied Economics (2014)

2009

  1. Repeat Sales Indexes: Estimation Without Assuming that Errors in Asset Returns Are Independently Distributed
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    See also Journal Article in Real Estate Economics (2012)

2007

  1. 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 Downloads View citations (2)
  2. Irving Fisher, Expectational Errors, and the UIP Puzzle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (9)

2006

  1. 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) Downloads
  2. Revisiting the home bias puzzle: Downside equity risk
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
    See also Journal Article in Journal of International Money and Finance (2007)

2003

  1. 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 Downloads View citations (7)

2002

  1. Increased Correlation in Bear markets: A Downside Risk Perspective
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (51)
  2. 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 Downloads View citations (2)

1998

  1. VaR-x: Fat Tails in Financial Risk Management
    Working Papers, Southern California - School of Business Administration View citations (25)

Journal Articles

2016

  1. Household financial planning and savings behavior
    Journal of International Money and Finance, 2016, 69, (C), 95-107 Downloads View citations (3)
    See also Working Paper (2015)
  2. Pricing color intensity and lightness in contemporary art auctions
    Research in Economics, 2016, 70, (3), 412-420 Downloads View citations (4)

2014

  1. Attitudes towards socially and environmentally responsible investment
    Journal of Behavioral and Experimental Finance, 2014, 1, (C), 27-44 Downloads View citations (4)
  2. Going green: does it depend on education, gender or income?
    Applied Economics, 2014, 46, (5), 573-586 Downloads View citations (9)
    See also Working Paper (2012)

2013

  1. Bidding behavior and experience in internet auctions
    European Economic Review, 2013, 61, (C), 14-27 Downloads View citations (4)
  2. I discovered the peso problem: Irving Fisher and the UIP puzzle
    Journal of International Money and Finance, 2013, 38, (C), 5-17 Downloads View citations (4)

2012

  1. Does the sun ‘shine’ on art prices?
    Journal of Economic Behavior & Organization, 2012, 82, (1), 167-178 Downloads View citations (14)
  2. Repeat‐Sales Indexes: Estimation without Assuming that Errors in Asset Returns Are Independently Distributed
    Real Estate Economics, 2012, 40, (1), 131-166 Downloads View citations (4)
    See also Working Paper (2009)

2008

  1. Increasing correlations or just fat tails?
    Journal of Empirical Finance, 2008, 15, (2), 287-309 Downloads View citations (37)

2007

  1. Revisiting the home bias puzzle: Downside equity risk
    Journal of International Money and Finance, 2007, 26, (7), 1239-1260 Downloads View citations (19)
    See also Working Paper (2006)

2001

  1. Optimal portfolio selection in a Value-at-Risk framework
    Journal of Banking & Finance, 2001, 25, (9), 1789-1804 Downloads View citations (88)

1999

  1. Capturing downside risk in financial markets: the case of the Asian Crisis
    Journal of International Money and Finance, 1999, 18, (6), 853-870 Downloads View citations (29)
 
Page updated 2020-06-02