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10.1016/j.econmod.2020.06.015 http://scihub22266oqcxt.onion/10.1016/j.econmod.2020.06.015 C7338884!7338884!32834333     free     free     free Warning: file_get_contents(https://eutils.ncbi.nlm.nih.gov/entrez/eutils/elink.fcgi?dbfrom=pubmed&id=32834333&cmd=llinks): Failed to open stream: HTTP request failed! HTTP/1.1 429 Too Many Requests in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 215       Econ+Model 2020 ; 92 (ä): 70-86 Nephropedia Template TP {{tp|p=32834333|t=2020. Loss aversion and market crashes |pdf=|usr=}}{{32834333}} gab.com Text Loss aversion and market crashes JO: Econ Model http://www.kidney.de/pget.php?&tw=1&pmid=32834333 #FOAvip This study proposes a rational expectation equilibrium model of stock market crashes with information asymmetry and loss averse speculators. We obtain a state-dependent linear optimal trading strategy, which makes the equilibrium price tractable. The model predicts nonlinear market depth and the result that small shocks to fundamentals (e.g., supply or informational shocks) can cause abrupt price movements. We demonstrate that short-sale constraints intensify asset price collapses relative to upward movements. The model also generates contagion between uncorrelated assets. These results are consistent with the main puzzling features observed during market crashes, namely abrupt and asymmetric price movements that are not driven by major news events but coupled with a spillover effect between unrelated markets. Twit Text FOAVip Loss aversion and market crashes ????Econ Model http://www.kidney.de/pget.php?&tw=1&pmid=32834333 #FOAvip Twit Text # Free Paper on # # # # # LINK http://www.kidney.de/pget.php?&tw=1&pmid=32834333 #FOAvip English Wikipedia <ref>{{Cite pmid|32834333}}</ref> Loss aversion and market crashes #MMPMID32834333 Ouzan S Econ Model 2020[Nov]; 92 (ä): 70-86 PMID32834333show ga This study proposes a rational expectation equilibrium model of stock market crashes with information asymmetry and loss averse speculators. We obtain a state-dependent linear optimal trading strategy, which makes the equilibrium price tractable. The model predicts nonlinear market depth and the result that small shocks to fundamentals (e.g., supply or informational shocks) can cause abrupt price movements. We demonstrate that short-sale constraints intensify asset price collapses relative to upward movements. The model also generates contagion between uncorrelated assets. These results are consistent with the main puzzling features observed during market crashes, namely abrupt and asymmetric price movements that are not driven by major news events but coupled with a spillover effect between unrelated markets. äLoss aversion and market crashes (epmc).pdf DeepDyve Pubget Overpricing