Measuring The Myopic Loss Aversion Premium: An Experimental Approach

Angela-Maria Filip and Balint Zsolt Nagy

Applied Economics Letters, 2023, vol. 30, issue 17, 2337-2341

Abstract: This paper proposes new methods to assess the myopic loss aversion premium (the expected return-differential) based on an experimental design by eliciting both willingness-to-pay and allocation percentage figures and also by inferring and comparing absolute risk aversion coefficients. Our results indicate a high level of loss aversion and support the existence of the myopic loss aversion bias.

Date: 2023
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DOI: 10.1080/13504851.2022.2097166

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