The Ostrich Effect¶
Karlsson, N., Loewenstein, G., & Seppi, D. (2009). The Ostrich Effect: Selective Attention to Information. Journal of Risk and Uncertainty.
Cited by¶
1 citation across 1 artifact.
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Domain-specific¶
- Ostrich Effect
- Karlsson, Loewenstein, and Seppi (2009) demonstrated the pattern in Swedish and American investors, who checked their portfolio values significantly less often during market declines than during gains, despite identical objective decision value at both times.
This sourceThe account-login evidence that investors checked their portfolios markedly less often in falling markets than in rising ones, in both a Swedish and an American dataset.
Supported in partVerified against the work's full text
“We test for such an “ostrich effect” in a finance context, examining the account monitoring behavior of Scandinavian and American investors in two datasets. In both datasets, investors monitor their portfolios more frequently in rising markets than when markets are flat or falling.”
- Karlsson, Loewenstein, and Seppi (2009) demonstrated the pattern in Swedish and American investors, who checked their portfolio values significantly less often during market declines than during gains, despite identical objective decision value at both times.
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