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dc.contributor.authorMontford, William J.
dc.contributor.authorLeary, R. Bret
dc.contributor.authorNagel, Duane M.
dc.date.accessioned2019-02-28T14:34:03Z
dc.date.available2019-02-28T14:34:03Z
dc.date.issued2019-06
dc.identifier.citationMontford, William J.; Leary, R. Bret; Nagel, Duane M. 2019. The impact of implicit self-theories and loss salience on financial risk. Journal of Business Research, vol. 99:pp 1-11en_US
dc.identifier.issn0148-2963
dc.identifier.urihttps://doi.org/10.1016/j.jbusres.2019.02.015
dc.identifier.urihttp://hdl.handle.net/10057/15832
dc.descriptionClick on the DOI link to access the article (may not be free).en_US
dc.description.abstractThe current research explores the influence of implicit self-theories on decisions involving financial risk. Building from research on self-signaling, we explore how loss salience impacts the relationship between an individual's self-theory and financial risk choice. We show that entity theorists are less risk-seeking under conditions in which a possible monetary loss is more salient (i.e. presented less ambiguously, Studies 1a and 1b). We demonstrate a reversal of this effect by showing that entity theorists are more risk-seeking when a possible loss is less salient (i.e. presented more ambiguously, Studies 2a and 2b). Study 3 introduces tolerance of ambiguity as a mediating factor in the relationship between implicit self-theory and financial risk-taking, such that entity theorists are more tolerant of ambiguity, leading them to accept more risk under conditions where loss is ambiguous. We conclude with discussion for self-theory research, transformative services research, managerial decision-making, and consumer well-being.en_US
dc.language.isoen_USen_US
dc.publisherElsevieren_US
dc.relation.ispartofseriesJournal of Business Research;v.99
dc.subjectImplicit self-theoriesen_US
dc.subjectFinancial risken_US
dc.subjectTolerance of ambiguityen_US
dc.subjectLoss salienceen_US
dc.titleThe impact of implicit self-theories and loss salience on financial risken_US
dc.typeArticleen_US
dc.rights.holder© 2019 Elsevier Inc.en_US


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