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Behavioral & Experimental Finance eJournal

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Viewing: 1 - 50 of 15,897 papers

1.

Integrity: Without it Nothing Works

Rotman Magazine: The Magazine of the Rotman School of Management, pp. 16-20, Fall 2009, Harvard Business School NOM Unit Working Paper No. 10-042, Barbados Group Working Paper No. 09-04, Simon School Working Paper No. FR 10-01
Number of pages: 6 Posted: 22 Nov 2009 Last Revised: 10 Jan 2017
Accepted Paper Series
Michael C. Jensen
Harvard Business School
Downloads 57,205
2.

Pulling the Goalie: Hockey and Investment Implications

Number of pages: 13 Posted: 08 Mar 2018 Last Revised: 08 Oct 2018
Working Paper Series
Clifford S. Asness and Aaron Brown
AQR Capital Management, LLC and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads 56,840
3.

Tesla: Anatomy of a Run-Up Value Creation or Investor Sentiment?

Number of pages: 46 Posted: 28 Apr 2014
Working Paper Series
Bradford Cornell and Aswath Damodaran
Anderson Graduate School of Management, UCLA and New York University - Stern School of Business
Downloads 48,091
4.

Do Stocks Outperform Treasury Bills?

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 53 Posted: 19 Jan 2017 Last Revised: 03 Jun 2018
Accepted Paper Series
Hendrik Bessembinder
W.P. Carey School of Business
Downloads 38,994
5.

The Best Strategies for Inflationary Times

Number of pages: 32 Posted: 29 Mar 2021 Last Revised: 25 May 2021
Working Paper Series
Henry Neville, Teun Draaisma, Ben Funnell, Campbell R. Harvey and Otto Van Hemert
Man Group, Man Group, affiliation not provided to SSRN, Duke University - Fuqua School of Business and Man AHL
Downloads 37,541
6.

Fact, Fiction and Momentum Investing

Journal of Portfolio Management, Fall 2014 (40th Anniversary Issue), Fama-Miller Working Paper
Number of pages: 26 Posted: 12 May 2014 Last Revised: 03 Oct 2014
Working Paper Series
Clifford S. Asness, Andrea Frazzini, Ronen Israel, Tobias J. Moskowitz and Tobias J. Moskowitz
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and Yale University, Yale SOMAQR Capital
Downloads 33,531
7.

The Golden Dilemma

Financial Analysts Journal, vol. 69, no. 4 (July/August 2013) 10-42.
Number of pages: 48 Posted: 06 Jun 2012 Last Revised: 28 Aug 2015
Accepted Paper Series
Claude B. Erb and Campbell R. Harvey
TR and Duke University - Fuqua School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 26,732
8.

The Dishonesty of Honest People: A Theory of Self-Concept Maintenance

Journal of Marketing Research, Vol. 45, No. 6, pp. 633-644, 2008
Number of pages: 48 Posted: 12 Apr 2007 Last Revised: 08 Apr 2011
Accepted Paper Series
Nina Mazar, On Amir and Dan Ariely
Boston University - Questrom School of Business, University of California, San Diego (UCSD) - Rady School of Management and Duke University - Fuqua School of Business
Downloads 26,314
9.

What is Behavioral Finance?

Business, Education & Technology Journal, Vol. 2, No. 2, pp. 1-9, Fall 2000
Number of pages: 9 Posted: 09 Mar 2001 Last Revised: 27 Nov 2008
Accepted Paper Series
Victor Ricciardi, Helen K. Simon and Helen K. Simon
Washington and Lee University and Personal Business Management Services, LLCFlorida International University (FIU) - Department of Finance
Downloads 24,926
10.

Luck Versus Skill in the Cross Section of Mutual Fund Returns

Tuck School of Business Working Paper No. 2009-56 , Chicago Booth School of Business Research Paper, Journal of Finance, Forthcoming
Number of pages: 43 Posted: 10 Mar 2009 Last Revised: 08 Feb 2010
Accepted Paper Series
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 24,856
11.

Social Mood, Stock Market Performance and U.S. Presidential Elections: A Socionomic Perspective on Voting Results

SAGE Open, 2012
Number of pages: 42 Posted: 19 Jan 2012 Last Revised: 06 Nov 2012
Accepted Paper Series
Robert R. Prechter, Deepak Goel, Wayne D. Parker, Wayne D. Parker and Matt Lampert
Socionomics Institute, Socionomics Institute, Emory University School of MedicineSocionomics Foundation and Socionomics Institute
Downloads 24,710
12.

A Survey of Behavioral Finance

Number of pages: 77 Posted: 04 Oct 2002
Working Paper Series
Nicholas Barberis, Nicholas Barberis and Richard H. Thaler
National Bureau of Economic Research (NBER)Yale School of Management and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 24,500
13.

The 7 Reasons Most Machine Learning Funds Fail (Presentation Slides)

Number of pages: 44 Posted: 06 Sep 2017 Last Revised: 04 Oct 2018
Working Paper Series
Marcos Lopez de Prado and Marcos Lopez de Prado
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 22,111
14.

Momentum

University Of Illinois Working Paper
Number of pages: 45 Posted: 05 Feb 2002
Working Paper Series
Narasimhan Jegadeesh and Sheridan Titman
Emory University - Department of Finance and University of Texas at Austin - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 21,854
15.

Integrity: A Positive Model that Incorporates the Normative Phenomena of Morality, Ethics, and Legality -- Abridged (English Language Version)

Harvard Business School NOM Unit Working Paper No. 10-061, Barbados Group Working Paper No. 10-01, Simon School Working Paper No. 10-07
Number of pages: 41 Posted: 18 Feb 2010 Last Revised: 22 Apr 2022
Working Paper Series
Werner Erhard, Michael C. Jensen, Steve Zaffron and Steve Zaffron
Independent, Harvard Business School and Landmark Worldwide LLCVanto Group

Multiple version iconThere are 4 versions of this paper

Downloads 21,209
16.

Technical Analysis in Financial Markets

Number of pages: 322 Posted: 20 Jul 2004
Working Paper Series
Gerwin A. W. Griffioen
University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 20,780
17.

Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show

American Economic Review, Vol. 98, No. 1, pp. 38-71, March 2008
Number of pages: 50 Posted: 16 Dec 2004 Last Revised: 21 Feb 2012
Accepted Paper Series
Thierry Post, Martijn J. van den Assem, Guido Baltussen and Richard H. Thaler
Graduate School of Business of Nazarbayev University, Vrije Universiteit Amsterdam, Erasmus University Rotterdam (EUR) and University of Chicago - Booth School of Business
Downloads 20,340
18.

Surprised by the Gambler's and Hot Hand Fallacies? A Truth in the Law of Small Numbers

Miller, J. B., & Sanjurjo, A. (2018). Surprised by the hot hand fallacy? A truth in the law of small numbers. Econometrica, Vol. 86, No.6, pp. 2019–2047
Number of pages: 42 Posted: 07 Jul 2015 Last Revised: 17 Dec 2018
Working Paper Series
Joshua B. Miller and Adam Sanjurjo
University of Melbourne - Department of Economics and Universidad de Alicante - Fundamentos del Análisis Económico (FAE)
Downloads 20,087
19.

Underwater and Not Walking Away: Shame, Fear and the Social Management of the Housing Crisis

Wake Forest Law Review, Vol. 45, p. 971, 2010, Arizona Legal Studies Discussion Paper No 09-35
Number of pages: 54 Posted: 27 Oct 2009 Last Revised: 09 May 2015
Working Paper Series
Brent T. White
University of Arizona - James E. Rogers College of Law
Downloads 19,831
20.

The Worldwide Equity Premium: A Smaller Puzzle

Chapter 11 of R Mehra (Ed), Handbook of the Equity Risk Premium. Elsevier, 2008, pages 467–514, AFA 2008 New Orleans Meetings Paper; EFA 2006 Zurich Meetings Paper
Number of pages: 41 Posted: 17 Mar 2006 Last Revised: 20 Mar 2016
Accepted Paper Series
Elroy Dimson, Paul Marsh and Mike Staunton
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads 19,431
21.

Factor Investing

Columbia Business School Research Paper No. 13-42
Number of pages: 72 Posted: 11 Jun 2013
Working Paper Series
Andrew Ang
BlackRock, Inc
Downloads 18,870
22.

The Impact of Financial Literacy Education on Subsequent Financial Behavior

Journal of Financial Counseling and Planning, Vol. 20, No. 1, 2009
Number of pages: 10 Posted: 27 Feb 2013
Accepted Paper Series
Lewis Mandell and Linda Schmid Klein
University of Washington - Foster School of Business and Aspen Institute and University of Connecticut - Department of Finance
Downloads 17,752
23.

Quality Minus Junk

Number of pages: 80 Posted: 19 Aug 2013 Last Revised: 10 Jun 2017
Working Paper Series
Clifford S. Asness, Andrea Frazzini and Lasse Heje Pedersen
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 17,568
24.

Size Matters, If You Control Your Junk

Fama-Miller Working Paper
Number of pages: 59 Posted: 23 Jan 2015 Last Revised: 16 Apr 2015
Working Paper Series
Clifford S. Asness, Andrea Frazzini, Ronen Israel, Tobias J. Moskowitz, Tobias J. Moskowitz and Lasse Heje Pedersen
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC, Yale University, Yale SOMAQR Capital and AQR Capital Management, LLC

Multiple version iconThere are 2 versions of this paper

Downloads 17,530
25.

From Efficient Market Theory to Behavioral Finance

Number of pages: 44 Posted: 08 Nov 2002
Working Paper Series
Robert J. Shiller
Yale University - Cowles Foundation
Downloads 16,448
26.

What Happened to the Quants in August 2007?

Number of pages: 67 Posted: 21 Sep 2007 Last Revised: 17 Jan 2008
Working Paper Series
Amir Khandani and Andrew W. Lo
Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering

Multiple version iconThere are 2 versions of this paper

Downloads 15,775
27.

Asymmetric Information, Heterogeneity in Risk Perceptions and Insurance: An Explanation to a Puzzle

Number of pages: 27 Posted: 18 Nov 2008
Working Paper Series
Kostas Koufopoulos
University of Warwick - Finance Group
Downloads 15,220
28.

A New Model of Integrity: An Actionable Pathway to Trust, Productivity and Value (PDF File of Keynote Slides)

Barbados Group Working Paper No. 07-01, Harvard NOM Working Paper No. 07-01, 1st IESE Conference on "Humanizing the Firm and the Management Profession" Presentation
Number of pages: 61 Posted: 20 Sep 2008 Last Revised: 11 Dec 2012
Working Paper Series
Werner Erhard, Michael C. Jensen, Steve Zaffron and Steve Zaffron
Independent, Harvard Business School and Landmark Worldwide LLCVanto Group
Downloads 14,560
29.

The Behavior of Individual Investors

Number of pages: 54 Posted: 27 Jun 2011 Last Revised: 06 Jan 2012
Working Paper Series
Brad M. Barber and Terrance Odean
University of California, Davis and University of California, Berkeley - Haas School of Business
Downloads 13,831
30.

The Long-Term Effects of Hedge Fund Activism

Harvard Law School John M. Olin Center Discussion Paper No. 802, Columbia Law Review, Vol. 115, 2015, pp. 1085-1156, Columbia Business School Research Paper No. 13-66
Number of pages: 77 Posted: 07 Aug 2013 Last Revised: 02 Jul 2015
Accepted Paper Series
Lucian A. Bebchuk, Alon Brav and Wei Jiang
Harvard Law School, Duke University - Fuqua School of Business and Columbia University - Columbia Business School, Finance

Multiple version iconThere are 2 versions of this paper

Downloads 13,801
31.

IPO Underpricing: A Survey

HANDBOOK IN CORPORATE FINANCE: EMPIRICAL CORPORATE FINANCE, B. Espen Eckbo, ed., Forthcoming
Number of pages: 76 Posted: 27 Oct 2004
Accepted Paper Series
Alexander Ljungqvist and Alexander Ljungqvist
Centre for Economic Policy Research (CEPR)Swedish House of Finance
Downloads 13,674
32.

Behavioral Corporate Finance

Journal of Applied Corporate Finance, Vol. 14, No. 3, Fall 2001
Number of pages: 17 Posted: 23 Oct 2001
Accepted Paper Series
Hersh Shefrin
Santa Clara University - Leavey School of Business
Downloads 13,398
33.

The Loser's Curse: Decision Making & Market Efficiency in the National Football League Draft

Number of pages: 35 Posted: 05 Apr 2005 Last Revised: 05 Sep 2012
Working Paper Series
Cade Massey and Richard H. Thaler
University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business
Downloads 13,257
34.

Learning to Love Investment Bubbles: What if Sir Isaac Newton had been a Trendfollower?

Cambria – Quantitative Research, Issue 4, September 2011
Number of pages: 11 Posted: 07 Sep 2011
Accepted Paper Series
Meb Faber
Cambria Investment Management
Downloads 13,245
35.

Buffett's Alpha

Financial Analysts Journal, 2018, 74 (4): 35-55
Number of pages: 34 Posted: 30 Jun 2018 Last Revised: 10 Jan 2019
Working Paper Series
Andrea Frazzini, David Kabiller and Lasse Heje Pedersen
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC

Multiple version iconThere are 2 versions of this paper

Downloads 13,056
36.

Behavioral Economics: Past, Present and Future

Number of pages: 22 Posted: 08 Jun 2016
Working Paper Series
Richard H. Thaler
University of Chicago - Booth School of Business
Downloads 12,903
37.

The Profitability of Technical Analysis: A Review

AgMAS Project Research Report No. 2004-04
Number of pages: 106 Posted: 15 Oct 2004
Working Paper Series
Cheol-Ho Park and Scott H. Irwin
Chungbuk National University and University of Illinois at Urbana-Champaign
Downloads 12,771
38.

An Alternative Three-Factor Model

Number of pages: 32 Posted: 19 May 2010 Last Revised: 21 Jan 2014
Working Paper Series
Long Chen, Long Chen, Robert Novy-Marx and Lu Zhang
Cheung Kong Graduate School of BusinessLuohan Academy, Simon Business School, University of Rochester and Ohio State University - Fisher College of Business
Downloads 12,580
39.

Value and Momentum Everywhere

AFA 2010 Atlanta Meetings Paper
Number of pages: 54 Posted: 20 Mar 2009
Working Paper Series
Clifford S. Asness, Tobias J. Moskowitz, Tobias J. Moskowitz and Lasse Heje Pedersen
AQR Capital Management, LLC, Yale University, Yale SOMAQR Capital and AQR Capital Management, LLC

Multiple version iconThere are 2 versions of this paper

Downloads 12,576
40.

Low Risk Stocks Outperform within All Observable Markets of the World

Number of pages: 22 Posted: 10 May 2012 Last Revised: 15 Aug 2012
Working Paper Series
Nardin L. Baker and Robert A. Haugen
SSIA and Haugen Custom Financial Systems
Downloads 12,555
41.

Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis

Journal of Investment Consulting, Forthcoming
Number of pages: 44 Posted: 25 May 2005
Accepted Paper Series
Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering

Multiple version iconThere are 2 versions of this paper

Downloads 12,054
42.

Attention Induced Trading and Returns: Evidence from Robinhood Users

Journal of Finance, Forthcoming
Number of pages: 73 Posted: 23 Oct 2020 Last Revised: 13 Oct 2021
Accepted Paper Series
Brad M. Barber, Xing Huang, Terrance Odean and Christopher Schwarz
University of California, Davis, Washington University in St. Louis - Olin Business School, University of California, Berkeley - Haas School of Business and University of California at Irvine
Downloads 12,038
43.

The Wells Fargo Cross-Selling Scandal

Rock Center for Corporate Governance at Stanford University Closer Look Series: Topics, Issues and Controversies in Corporate Governance No. CGRP-62 Version 2, Stanford University Graduate School of Business Research Paper No. 17-1
Number of pages: 16 Posted: 05 Dec 2016 Last Revised: 14 Jan 2019
Accepted Paper Series
Brian Tayan
Stanford University - Graduate School of Business
Downloads 11,962
44.

The Volatility Effect: Lower Risk Without Lower Return

Journal of Portfolio Management, pp. 102-113, Fall 2007, ERIM Report Series Reference No. ERS-2007-044-F&A
Number of pages: 23 Posted: 17 Apr 2007
Accepted Paper Series
David Blitz and Pim van Vliet
Robeco Quantitative Investments and Robeco Quantitative Investments
Downloads 11,785
45.

Fact, Fiction, and Value Investing

Published in Journal of Portfolio Management, Fall 2015, Vol. 42, No. 1
Number of pages: 31 Posted: 05 Jul 2017 Last Revised: 07 Jul 2017
Accepted Paper Series
Clifford S. Asness, Andrea Frazzini, Ronen Israel, Tobias J. Moskowitz and Tobias J. Moskowitz
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and Yale University, Yale SOMAQR Capital
Downloads 11,698
46.

Efficient Markets Hypothesis

THE NEW PALGRAVE: A DICTIONARY OF ECONOMICS, L. Blume, S. Durlauf, eds., 2nd Edition, Palgrave Macmillan Ltd., 2007
Number of pages: 28 Posted: 06 Jun 2007
Accepted Paper Series
Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 11,659
47.

Institutional Investors and Stock Market Volatility

MIT Department of Economics Working Paper No. 03-30
Number of pages: 51 Posted: 11 Sep 2003 Last Revised: 01 Jun 2010
Accepted Paper Series
Xavier Gabaix, Parameswaran Gopikrishnan, Vasiliki Plerou and H. Eugene Stanley
Harvard University - Department of Economics, Boston University - Center for Polymer Studies, Boston University - Center for Polymer Studies and Boston University - Center for Polymer Studies

Multiple version iconThere are 2 versions of this paper

Downloads 11,577
48.

Effective Advertising and its Influence on Consumer Buying Behavior

Information Management and Business Review, Vol. 4, No. 3, pp. 114-119, March 2012
Number of pages: 6 Posted: 16 Aug 2012
Accepted Paper Series
Ghulam Shabbir Khan Niazi, Javaria Siddiqui, Burhan Alishah and Ahmed Imran Hunjra
affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and Ghazi University, Dera Ghazi Khan
Downloads 11,572
49.

Can Individual Investors Beat the Market?

HBS Finance Working Paper No. 04-025, Harvard NOM Working Paper No. 02-45
Number of pages: 39 Posted: 06 Jan 2003 Last Revised: 21 Jul 2018
Working Paper Series
Joshua D. Coval, David A. Hirshleifer and Tyler Shumway
Harvard Business School - Finance Unit, Marshall School of Business, USC and University of Michigan at Ann Arbor, The Stephen M. Ross School of Business
Downloads 11,494
50.

Rational Decision-Making under Uncertainty: Observed Betting Patterns on a Biased Coin

Number of pages: 8 Posted: 25 Oct 2016
Working Paper Series
Victor Haghani and Richard Dewey
Elm Partners and Royal Bridge Capital
Downloads 11,463