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FEN: Behavioral Finance (Topic)

3,339,962 Total downloads

Viewing: 1 - 50 of 8,937 papers

1.

Pulling the Goalie: Hockey and Investment Implications

Number of pages: 13 Posted: 08 Mar 2018 Last Revised: 08 Oct 2018
Working Paper Series
AQR Capital Management, LLC and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads 50,918
2.

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
Harvard Business School
Downloads 43,313
3.

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

Number of pages: 46 Posted: 28 Apr 2014
Working Paper Series
Anderson Graduate School of Management, UCLA and New York University - Stern School of Business
Downloads 37,285
4.

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
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and Yale University, Yale SOM
Downloads 30,275
5.

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
Arizona State University
Downloads 29,819
6.

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
TR and Duke University - Fuqua School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 24,446
7.

A Survey of Behavioral Finance

Number of pages: 77 Posted: 04 Oct 2002
Working Paper Series
Yale School of Management and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 23,504
8.

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
Washington and Lee University and Florida International University (FIU) - Department of Finance
Downloads 20,024
9.

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
Graduate School of Business of Nazarbayev University, Vrije Universiteit Amsterdam, Erasmus University Rotterdam (EUR) and University of Chicago - Booth School of Business
Downloads 19,775
10.

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
Cornell University - Operations Research & Industrial Engineering
Downloads 19,232
11.

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: 11 Feb 2016
Working Paper Series
Independent, Harvard Business School and Landmark Worldwide LLC

Multiple version iconThere are 4 versions of this paper

Downloads 19,125
12.

Technical Analysis in Financial Markets

Number of pages: 322 Posted: 20 Jul 2004
Working Paper Series
University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 18,584
13.

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
Socionomics Institute, Socionomics Institute, Emory University School of Medicine and Socionomics Institute
Downloads 18,320
14.

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
University of Melbourne - Department of Economics and Universidad de Alicante - Fundamentos del Análisis Económico (FAE)
Downloads 17,801
15.

Factor Investing

Columbia Business School Research Paper No. 13-42
Number of pages: 72 Posted: 11 Jun 2013
Working Paper Series
BlackRock, Inc
Downloads 17,070
16.

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
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC, Yale University, Yale SOM and AQR Capital Management, LLC

Multiple version iconThere are 2 versions of this paper

Downloads 16,275
17.

From Efficient Market Theory to Behavioral Finance

Number of pages: 44 Posted: 08 Nov 2002
Working Paper Series
Yale University - Cowles Foundation
Downloads 15,835
18.

Quality Minus Junk

Number of pages: 80 Posted: 19 Aug 2013 Last Revised: 10 Jun 2017
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 15,815
19.

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
Independent, Harvard Business School and Landmark Worldwide LLC
Downloads 13,816
20.

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
Santa Clara University - Leavey School of Business
Downloads 13,153
21.

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
Cambria Investment Management
Downloads 12,540
22.

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
Harvard Law School, Duke University - Fuqua School of Business and Columbia Business School - Finance and Economics

Multiple version iconThere are 2 versions of this paper

Downloads 12,128
23.

The Behavior of Individual Investors

Number of pages: 54 Posted: 27 Jun 2011 Last Revised: 06 Jan 2012
Working Paper Series
University of California, Davis and University of California, Berkeley - Haas School of Business
Downloads 12,120
24.

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
Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 11,703
25.

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
Chungbuk National University and University of Illinois at Urbana-Champaign
Downloads 11,273
26.

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
University of Washington - Foster School of Business and Aspen Institute and University of Connecticut - Department of Finance
Downloads 11,142
27.

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
SSIA and Haugen Custom Financial Systems
Downloads 11,011
28.

Behavioral Economics: Past, Present and Future

Number of pages: 22 Posted: 08 Jun 2016
Working Paper Series
University of Chicago - Booth School of Business
Downloads 10,858
29.

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
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and Yale University, Yale SOM
Downloads 10,646
30.

Does Academic Research Destroy Stock Return Predictability?

Journal of Finance, Forthcoming
Number of pages: 48 Posted: 04 Oct 2012 Last Revised: 24 Feb 2016
Accepted Paper Series
Georgetown University - Department of Finance and Boston College - Department of Finance
Downloads 9,812
31.

The Siren Song of Factor Timing

Journal of Portfolio Management, Vol. Special Issue, No. 1, 2016
Number of pages: 9 Posted: 18 Apr 2016 Last Revised: 23 Jun 2016
Working Paper Series
AQR Capital Management, LLC
Downloads 9,335
32.

Performance for Pay? The Relation Between CEO Incentive Compensation and Future Stock Price Performance

Number of pages: 52 Posted: 19 Mar 2010 Last Revised: 02 Dec 2016
Working Paper Series
University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management and University of Cambridge
Downloads 9,272
33.

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

Number of pages: 8 Posted: 25 Oct 2016
Working Paper Series
Elm Partners and Royal Bridge Capital
Downloads 9,212
34.

High-Frequency Trading, Stock Volatility, and Price Discovery

Number of pages: 54 Posted: 14 Oct 2010 Last Revised: 27 Dec 2010
Working Paper Series
Yale School of Management
Downloads 8,927
35.

Selling Fast and Buying Slow: Heuristics and Trading Performance of Institutional Investors

Number of pages: 61 Posted: 02 Jan 2019 Last Revised: 28 Sep 2019
Working Paper Series
University of Chicago - Booth School of Business, Inalytics Limited, University of Chicago - Booth School of Business and MIT Sloan School of Management
Downloads 8,920
36.

Evaluating Trading Strategies

Number of pages: 16 Posted: 21 May 2019 Last Revised: 21 May 2019
Working Paper Series
Duke University - Fuqua School of Business and Purdue University
Downloads 8,915
37.

Financial Literacy, Financial Education and Downstream Financial Behaviors (full paper and web appendix)

Forthcoming in Management Science
Number of pages: 103 Posted: 02 Oct 2013 Last Revised: 09 Jan 2014
Accepted Paper Series
Catholic University of Portugal, University of Colorado-Boulder, Leeds School of Business - Center for Research on Consumer Financial Decision Making and University of Virginia - McIntire School of Commerce
Downloads 8,895
38.

The Market for Financial Adviser Misconduct

Journal of Political Economy, Forthcoming
Number of pages: 78 Posted: 29 Feb 2016 Last Revised: 29 Aug 2018
Accepted Paper Series
Harvard University - Business School (HBS), University of Texas at Austin - Department of Finance and Stanford University

Multiple version iconThere are 2 versions of this paper

Downloads 8,685
39.

The 10 Reasons Most Machine Learning Funds Fail

Journalof Portfolio Management, Forthcoming
Number of pages: 21 Posted: 18 Jan 2018 Last Revised: 01 Jul 2018
Accepted Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 8,629
40.

The Adaptive Markets Hypothesis: Market Efficiency from an Evolutionary Perspective

Journal of Portfolio Management, Forthcoming
Number of pages: 33 Posted: 15 Oct 2004
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 8,385
41.

Investor Psychology and Asset Pricing

AFA 2001 New Orleans Meetings
Number of pages: 92 Posted: 28 Mar 2001
Working Paper Series
University of California, Irvine - Paul Merage School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 8,304
42.

Value and Momentum Everywhere

Chicago Booth Research Paper No. 12-53, Fama-Miller Working Paper
Number of pages: 72 Posted: 14 Nov 2012
Working Paper Series
AQR Capital Management, LLC, Yale University, Yale SOM and AQR Capital Management, LLC

Multiple version iconThere are 2 versions of this paper

Downloads 8,029
43.

Replicating Anomalies

Fisher College of Business Working Paper No. 2017-03-010, 28th Annual Conference on Financial Economics and Accounting, Charles A. Dice Center Working Paper No. 2017-10
Number of pages: 146 Posted: 03 May 2017 Last Revised: 27 Jul 2017
Working Paper Series
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business

Multiple version iconThere are 3 versions of this paper

Downloads 7,962
44.

Reading About the Financial Crisis: A 21-Book Review

Number of pages: 41 Posted: 27 Oct 2011 Last Revised: 10 Jan 2012
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 7,626
45.

Dissecting Investment Strategies in the Cross Section and Time Series

Number of pages: 31 Posted: 24 Nov 2015 Last Revised: 07 Dec 2015
Working Paper Series
Man Group, Man AHL, Duke University - Fuqua School of Business, Pimco Europe and Man Group plc
Downloads 7,559
46.

Behavioral Corporate Finance: A Survey

Number of pages: 64 Posted: 20 Oct 2004 Last Revised: 12 Aug 2008
Working Paper Series
Harvard Business School, Harvard Business School and NYU Stern School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 7,344
47.

Is Money Really 'Smart'? New Evidence on the Relation between Mutual Fund Flows, Manager Behavior, and Performance Persistence

Number of pages: 56 Posted: 23 Jul 2003
Working Paper Series
University of Maryland - Robert H. Smith School of Business
Downloads 7,224
48.

Betting Against Correlation: Testing Theories of the Low-Risk Effect

Number of pages: 73 Posted: 08 Feb 2017 Last Revised: 21 Jun 2018
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC, University of Chicago - Booth School of Business and AQR Capital Management, LLC

Multiple version iconThere are 2 versions of this paper

Downloads 7,217
49.

Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media

Review of Financial Studies (RFS), Forthcoming
Number of pages: 52 Posted: 12 Apr 2011 Last Revised: 04 Oct 2016
Accepted Paper Series
HKU Business School, Purdue University - Krannert School of Management, Georgia Institute of Technology - Scheller College of Business and Cornell University - Dyson School of Applied Economics and Management
Downloads 7,070
50.

Textual Analysis in Accounting and Finance: A Survey

Number of pages: 56 Posted: 03 Oct 2014 Last Revised: 21 May 2016
Working Paper Series
University of Notre Dame and University of Notre Dame - Mendoza College of Business - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 7,047