Viewing: 1 - 36 of 36 papers
1.
Mispricing Factors
Review of Financial Studies 30, April 2017, pp 1270-1315.
Number of pages: 93
Posted: 05 Jul 2015
Last Revised: 16 Apr 2017
Accepted Paper Series
University of Pennsylvania - The Wharton School and Shanghai Mingshi Investment Company
There are 2 versions of this paper
Mispricing Factors
Review of Financial Studies 30, April 2017, pp 1270-1315.
Number of pages: 93
Posted: 05 Jul 2015
Last Revised: 16 Apr 2017
Downloads
4,524
Downloads
25
Downloads
4,524
2.
The Dividend Disconnect
7th Miami Behavioral Finance Conference 2016
Number of pages: 56
Posted: 29 Nov 2016
Last Revised: 30 Aug 2018
Working Paper Series
University of Chicago - Booth School of Business and Boston College - Carroll School of Management
Downloads
2,993
3.
Anomalies and News
Journal of Finance, Forthcoming, 6th Miami Behavioral Finance Conference
Number of pages: 65
Posted: 17 Jul 2015
Last Revised: 23 Nov 2017
Accepted Paper Series
University of California, San Diego (UCSD) - Rady School of Management, Georgetown University - Department of Finance and Boston College - Department of Finance
Downloads
2,689
4.
CEO Personality and Firm Policies
6th Miami Behavioral Finance Conference, Stanford University Graduate School of Business Research Paper No. 16-34, Chicago Booth Research Paper No. 16-13, Fama-Miller Working Paper, Rock Center for Corporate Governance at Stanford University Working Paper No. 220
Number of pages: 62
Posted: 08 Jul 2016
Last Revised: 10 Aug 2016
Working Paper Series
University of Melbourne, University of Chicago - Booth School of Business, Stanford University - Graduate School of Business and University of Chicago - Booth School of Business
There are 2 versions of this paper
CEO Personality and Firm Policies
6th Miami Behavioral Finance Conference, Stanford University Graduate School of Business Research Paper No. 16-34, Chicago Booth Research Paper No. 16-13, Fama-Miller Working Paper, Rock Center for Corporate Governance at Stanford University Working Paper No. 220
Number of pages: 62
Posted: 08 Jul 2016
Last Revised: 10 Aug 2016
Downloads
1,932
CEO Personality and Firm Policies
NBER Working Paper No. w22435
Number of pages: 61
Posted: 25 Jul 2016
Downloads
44
Downloads
1,932
5.
Shaped by Their Daughters: Executives, Female Socialization, and Corporate Social Responsibility
Journal of Financial Economics (JFE), 2017
Number of pages: 51
Posted: 16 Jun 2015
Last Revised: 14 Dec 2017
Accepted Paper Series
University of Miami - Department of Finance and China Europe International Business School
Downloads
1,612
6.
What's in a (School) Name? Racial Discrimination in Higher Education Bond Markets
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 69
Posted: 05 Feb 2016
Last Revised: 27 Jun 2018
Accepted Paper Series
Drexel University, University of Notre Dame - Mendoza College of Business, Duke University - Fuqua School of Business and Foster School of Business, University of Washington
Downloads
869
7.
Short- and Long-Horizon Behavioral Factors
Columbia Business School Research Paper No. 18-5, 8th Miami Behavioral Finance Conference 2017
Number of pages: 74
Posted: 12 Dec 2017
Last Revised: 29 Dec 2018
Working Paper Series
Columbia Business School - Finance and Economics, University of California, Irvine - Paul Merage School of Business and Florida State University - Department of Finance
There are 2 versions of this paper
Short- and Long-Horizon Behavioral Factors
Columbia Business School Research Paper No. 18-5, 8th Miami Behavioral Finance Conference 2017
Number of pages: 74
Posted: 12 Dec 2017
Last Revised: 29 Dec 2018
Downloads
824
Short- and Long-Horizon Behavioral Factors
NBER Working Paper No. w24163
Number of pages: 72
Posted: 03 Jan 2018
Downloads
32
Downloads
824
8.
Geographic Lead-Lag Effects
Number of pages: 66
Posted: 17 May 2016
Last Revised: 22 Sep 2018
Working Paper Series
Foster School of Business, University of Washington, Stockholm School of Economics and University of Texas at Austin - Department of Finance
Downloads
814
9.
What Drives Anomaly Returns?
Columbia Business School Research Paper No. 16-50, 8th Miami Behavioral Finance Conference 2017
Number of pages: 74
Posted: 13 Jul 2016
Last Revised: 19 Apr 2018
Working Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management and Columbia Business School - Finance
Downloads
791
10.
Crowdsourced Employer Reviews and Stock Returns
Journal of Financial Economics, Forthcoming, 8th Miami Behavioral Finance Conference 2017
Number of pages: 63
Posted: 19 Jul 2017
Last Revised: 03 Aug 2018
Accepted Paper Series
Emory University - Department of Finance, Moody's Corporation - San Francisco Office, Georgetown University - Department of Finance and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads
761
11.
The Promises and Pitfalls of Robo-Advising
8th Miami Behavioral Finance Conference 2017
Number of pages: 44
Posted: 22 Feb 2018
Working Paper Series
Boston College, University of Maryland - Robert H. Smith School of Business and University of Maryland - Department of Finance
There are 2 versions of this paper
The Promises and Pitfalls of Robo-Advising
8th Miami Behavioral Finance Conference 2017
Number of pages: 44
Posted: 22 Feb 2018
Downloads
639
The Promises and Pitfalls of Robo-Advising
CESifo Working Paper Series No. 6907
Number of pages: 46
Posted: 20 Apr 2018
Downloads
134
Downloads
639
12.
How Do Investment Ideas Spread through Social Interaction? Evidence from a Ponzi Scheme
6th Miami Behavioral Finance Conference
Number of pages: 55
Posted: 19 Mar 2015
Last Revised: 18 Oct 2018
Working Paper Series
University of Miami - Department of Finance
Downloads
621
13.
Rolling Mental Accounts
6th Miami Behavioral Finance Conference, Marshall School of Business Working Paper No. 17-2
Number of pages: 58
Posted: 02 Sep 2015
Last Revised: 21 Feb 2017
Working Paper Series
University of Southern California - Marshall School of Business, University of Chicago - Booth School of Business and Boston College - Carroll School of Management
Downloads
619
14.
Individual Investor Overextrapolation
7th Miami Behavioral Finance Conference 2016
Number of pages: 54
Posted: 22 Jan 2016
Last Revised: 14 Sep 2017
Working Paper Series
London Business School, Carnegie Mellon University - David A. Tepper School of Business, University of Notre Dame and Columbia University - Columbia Business School
Downloads
590
15.
IQ from IP: Simplifying Search in Portfolio Choice
8th Miami Behavioral Finance Conference 2017
Number of pages: 54
Posted: 18 Sep 2017
Last Revised: 13 Jul 2018
Working Paper Series
Harvard Business School - Finance Unit, Harvard Business School, University of Texas at Dallas, London School of Economics & Political Science (LSE) and Harvard Business School
There are 2 versions of this paper
IQ from IP: Simplifying Search in Portfolio Choice
8th Miami Behavioral Finance Conference 2017
Number of pages: 54
Posted: 18 Sep 2017
Last Revised: 13 Jul 2018
Downloads
464
IQ from IP: Simplifying Search in Portfolio Choice
NBER Working Paper No. w24801
Number of pages: 54
Posted: 16 Jul 2018
Last Revised: 24 Jul 2018
Downloads
10
Downloads
464
16.
Analyst Bias and Mispricing
7th Miami Behavioral Finance Conference 2016
Number of pages: 49
Posted: 02 Sep 2015
Last Revised: 05 Aug 2018
Working Paper Series
University of California, Los Angeles (UCLA) - Finance Area, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads
462
17.
Making Sense of Soft Information: Interpretation Bias and Loan Quality
8th Miami Behavioral Finance Conference 2017, Harvard Business School Accounting & Management Unit Working Paper No. 18-110
Number of pages: 84
Posted: 24 Mar 2017
Last Revised: 10 Sep 2018
Working Paper Series
Harvard University - Accounting & Control Unit, The University of Texas at Dallas and University of Southern California
Downloads
421
18.
The Impact of Salience on Investor Behavior: Evidence from a Natural Experiment
Journal of Finance, forthcoming
Number of pages: 87
Posted: 14 Aug 2017
Last Revised: 14 Jan 2019
Accepted Paper Series
University of Southern California - Marshall School of Business and University of Florida - Department of Finance, Insurance and Real Estate
Downloads
388
19.
Growing Up Without Finance
Journal of Financial Economics (JFE), Forthcoming, 7th Miami Behavioral Finance Conference 2016
Number of pages: 76
Posted: 14 Jul 2016
Last Revised: 23 Sep 2018
Accepted Paper Series
Iowa State University - Department of Finance, University of Colorado at Boulder - Leeds School of Business and Boston College - Department of Finance
Downloads
376
20.
Optimism Propagation
8th Miami Behavioral Finance Conference 2017
Number of pages: 54
Posted: 04 Dec 2015
Last Revised: 25 Aug 2018
Working Paper Series
University of Amsterdam and University of Amsterdam
Downloads
356
21.
Information Asymmetry, Market Participation, and Asset Prices
6th Miami Behavioral Finance Conference
Number of pages: 53
Posted: 14 Apr 2016
Working Paper Series
University of California, Irvine - Paul Merage School of Business, University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Accounting Area
Downloads
328
22.
Speculative Trading and Bubbles: Evidence from the Art Market
CentER Discussion Paper Series No. 2014-068, 7th Miami Behavioral Finance Conference 2016
Number of pages: 66
Posted: 14 Nov 2014
Last Revised: 19 May 2017
Working Paper Series
University of Luxembourg and Tilburg University - Department of Finance
Downloads
323
23.
How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective
7th Miami Behavioral Finance Conference 2016
Number of pages: 147
Posted: 04 Aug 2014
Last Revised: 01 Dec 2018
Working Paper Series
Erasmus University Rotterdam (EUR) - Finance, California Institute of Technology, State University of New York at Buffalo - School of Management, Erasmus University - Rotterdam School of Management and Norwegian School of Economics (NHH) - Department of Finance
Downloads
305
24.
Geographic Spillover of Dominant Firms' Shocks
8th Miami Behavioral Finance Conference 2017
Number of pages: 60
Posted: 26 Jan 2017
Last Revised: 14 Jan 2019
Working Paper Series
University of Missouri-Columbia
Downloads
269
25.
Who Wears the Pants? Gender Identity Norms and Intra-Household Financial Decision Making
Number of pages: 58
Posted: 04 Feb 2017
Last Revised: 07 Aug 2018
Working Paper Series
University of South Carolina
Downloads
240
26.
If You Show It, They Will Use It: The 'CAPM Heuristic' and Mutual Fund Allocation Decisions
8th Miami Behavioral Finance Conference 2017
Number of pages: 55
Posted: 15 Nov 2016
Last Revised: 27 Dec 2018
Working Paper Series
University of Miami, University of Miami - School of Business Administration, University of Miami - Department of Finance and University of Melbourne - Department of Finance
Downloads
234
27.
Evidence About Bubble Mechanisms: Precipitating Event, Feedback Trading, and Social Contagion
7th Miami Behavioral Finance Conference 2016
Number of pages: 56
Posted: 23 Aug 2016
Last Revised: 08 Nov 2017
Working Paper Series
University of Illinois at Urbana-Champaign - Department of Finance, Tsinghua University - School of Economics & Management and Durham University
Downloads
213
28.
Losers Buy Beta
8th Miami Behavioral Finance Conference 2017
Number of pages: 63
Posted: 08 Mar 2018
Working Paper Series
University of Michigan, Department of Finance, Students
Downloads
181
29.
Social Risk and Portfolio Choice
7th Miami Behavioral Finance Conference 2016
Number of pages: 82
Posted: 03 Nov 2016
Last Revised: 05 Dec 2018
Working Paper Series
University of Miami, University of Colorado at Denver - Department of Finance, University of Miami and University of Miami - School of Business Administration
Downloads
180
30.
Noncognitive Abilities and Financial Distress: Evidence from a Representative Household Panel
Forthcoming Review of Financial Studies
Number of pages: 48
Posted: 28 Feb 2017
Last Revised: 07 Oct 2018
Accepted Paper Series
EDHEC and Netspar
There are 3 versions of this paper
Noncognitive Abilities and Financial Distress: Evidence from a Representative Household Panel
Forthcoming Review of Financial Studies
Number of pages: 48
Posted: 28 Feb 2017
Last Revised: 07 Oct 2018
Downloads
163
Understanding the Determinants of Financial Outcomes and Choices: The Role of Noncognitive Abilities
BIS Working Paper No. 640
Number of pages: 57
Posted: 07 Jun 2017
Downloads
62
Understanding the Determinants of Financial Outcomes and Choices: The Role of Noncognitive Abilities
CEPR Discussion Paper No. DP11900
Number of pages: 57
Posted: 16 Mar 2017
Downloads
163
31.
Comparables Pricing
6th Miami Behavioral Finance Conference
Number of pages: 60
Posted: 26 May 2016
Last Revised: 05 Jun 2018
Working Paper Series
Yale University - School of Management and Brigham Young University
Downloads
144
32.
History-Dependent Risk Preferences: Evidence from Individual Choices and Implications for the Disposition Effect
6th Miami Behavioral Finance Conference, Swiss Finance Institute Research Paper No. 15-11
Number of pages: 51
Posted: 28 Mar 2015
Last Revised: 03 May 2018
Working Paper Series
King's College London and King's College London
Downloads
139
33.
Spillovers in Asset Prices: The Curious Case of Haunted Houses
8th Miami Behavioral Finance Conference 2017
Number of pages: 45
Posted: 30 Nov 2017
Working Paper Series
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management, Nanjing Audit University and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads
135
34.
The Speed of Communication
7th Miami Behavioral Finance Conference 2016
Number of pages: 55
Posted: 01 Oct 2016
Last Revised: 31 Jul 2018
Working Paper Series
The University of Hong Kong - School of Economics and Finance, Cornell University - Dyson School of Applied Economics and Management and London School of Economics & Political Science (LSE)
Downloads
124
35.
Socioeconomic Status and Macroeconomic Expectations
8th Miami Behavioral Finance Conference 2017
Number of pages: 50
Posted: 31 Jul 2017
Last Revised: 18 Apr 2018
Working Paper Series
University of Michigan at Ann Arbor - Department of Economics, University of North Carolina Kenan-Flagler Business School & NBER and University of Chicago - Booth School of Business
There are 2 versions of this paper
Socioeconomic Status and Macroeconomic Expectations
8th Miami Behavioral Finance Conference 2017
Number of pages: 50
Posted: 31 Jul 2017
Last Revised: 18 Apr 2018
Downloads
73
Socioeconomic Status and Macroeconomic Expectations
CEPR Discussion Paper No. DP12464
Number of pages: 53
Posted: 01 Dec 2017
Downloads
73
36.
Skewness Seeking in a Dynamic Portfolio Choice Experiment
CEPR Discussion Paper No. DP11056, 8th Miami Behavioral Finance Conference 2017
Number of pages: 38
Posted: 27 Jan 2016
Working Paper Series
University of Southern California - Department of Economics, University of Southern California - Department of Economics, University of Southern California and University of Southern California - Marshall School of Business
Downloads
34
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