In a stock market experiment, we examine how regret avoidance influences the decision to sell an asset while its price changes over time. Participants know beforehand whether they will observe future prices after or not. Without prices, participants are affected only by about previously observed high (past regret), but when available, also avoid expected after-sale (future regret). Moreover, as...

We study the two dual notions of prime avoidance and absorbance. generalize classical lemma to radical ideals. A number new criteria are provided for an abstract ring be compactly packed (C.P., every set primes satisfies avoidance) or properly zipped (P.Z., absorbance). Special consideration is given interaction with chain conditions Noetherian-like properties. It shown that a both C.P. P.Z. if...