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Miami Behavioral Finance Conferences

47,863 Total downloads

Viewing: 1 - 50 of 61 papers

1.

Mispricing Factors

Review of Financial Studies 30, April 2017, pp 1270-1315., Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 93 Posted: 05 Jul 2015 Last Revised: 02 Sep 2020
Accepted Paper Series
Robert F. Stambaugh and Yu Yuan
University of Pennsylvania - The Wharton School and Shanghai Mingshi Investment Company

Multiple version iconThere are 2 versions of this paper

Downloads 5,275
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
Samuel M. Hartzmark and David H. Solomon
University of Chicago - Booth School of Business and Boston College - Carroll School of Management
Downloads 4,199
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
Joseph Engelberg, R. David McLean and Jeffrey Pontiff
University of California, San Diego (UCSD) - Rady School of Management, Georgetown University - Department of Finance and Boston College - Department of Finance
Downloads 3,142
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
Ian D. Gow, Steven N. Kaplan, David F. Larcker and Anastasia A. Zakolyukina
University of Melbourne, University of Chicago - Booth School of Business, Stanford University - Graduate School of Business and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 2,283
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
Henrik Cronqvist and Frank Yu
University of Miami - Department of Finance and China Europe International Business School
Downloads 1,842
6.

The Return Expectations of Institutional Investors

Stanford University Graduate School of Business Research Paper No. 18-5, 9th Miami Behavioral Finance Conference 2018
Number of pages: 53 Posted: 06 Nov 2019 Last Revised: 01 Jun 2020
Working Paper Series
Aleksandar Andonov and Joshua D. Rauh
University of Amsterdam and Stanford Graduate School of Business
Downloads 1,689
7.

Short- and Long-Horizon Behavioral Factors

Review of Financial Studies, Forthcoming
Number of pages: 74 Posted: 12 Dec 2017 Last Revised: 13 Sep 2019
Accepted Paper Series
Kent D. Daniel, David A. Hirshleifer and Lin Sun
Columbia Business School - Finance and Economics, University of California, Irvine - Paul Merage School of Business and George Mason University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,437
8.

On the Capital Market Consequences of Alternative Data: Evidence from Outer Space

9th Miami Behavioral Finance Conference 2018
Number of pages: 63 Posted: 15 Mar 2019 Last Revised: 05 Aug 2020
Working Paper Series
Zsolt Katona, Marcus Painter, Panos N. Patatoukas and Jean Zeng
University of California, Berkeley - Haas School of Business, Saint Louis University - Department of Finance, University of California, Berkeley - Haas School of Business and University of California, Berkeley - Haas School of Business
Downloads 1,431
9.

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
T. Clifton Green, Ruoyan Huang, Quan Wen and Dexin Zhou
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 1,364
10.

The Promises and Pitfalls of Robo-Advising

8th Miami Behavioral Finance Conference 2017
Number of pages: 44 Posted: 22 Feb 2018
Working Paper Series
Francesco D'Acunto, Nagpurnanand Prabhala and Alberto G. Rossi
Boston College, The Johns Hopkins Carey Business School and Georgetown University

Multiple version iconThere are 2 versions of this paper

Downloads 1,184
11.

Geographic Lead-Lag Effects

Number of pages: 66 Posted: 17 May 2016 Last Revised: 22 Sep 2018
Working Paper Series
Christopher A. Parsons, Riccardo Sabbatucci and Sheridan Titman
Foster School of Business, University of Washington, Stockholm School of Economics and University of Texas at Austin - Department of Finance
Downloads 1,119
12.

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
Casey Dougal, Pengjie Gao, William J. Mayew and Christopher A. Parsons
Florida State University, University of Notre Dame - Mendoza College of Business, Duke University - Fuqua School of Business and Foster School of Business, University of Washington
Downloads 1,099
13.

Can the Market Multiply and Divide? Non-Proportional Thinking in Financial Markets

9th Miami Behavioral Finance Conference 2018, Yale ICF Working Paper No. 2018-08
Number of pages: 68 Posted: 26 Mar 2018 Last Revised: 02 Aug 2019
Working Paper Series
Kelly Shue and Richard Townsend
Yale School of Management and University of California, San Diego (UCSD) - Rady School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 998
14.

What Drives Anomaly Returns?

Columbia Business School Research Paper No. 16-50, 8th Miami Behavioral Finance Conference 2017, Journal of Finance, Forthcoming
Number of pages: 88 Posted: 13 Jul 2016 Last Revised: 22 Aug 2019
Accepted Paper Series
Lars A. Lochstoer and Paul C. Tetlock
University of California, Los Angeles (UCLA) - Anderson School of Management and Columbia Business School - Finance
Downloads 990
15.

Prospect Theory and Stock Market Anomalies

10th Miami Behavioral Finance Conference
Number of pages: 83 Posted: 08 Nov 2019 Last Revised: 17 Dec 2020
Working Paper Series
Nicholas Barberis, Lawrence J. Jin and Baolian Wang
Yale School of Management, California Institute of Technology and University of Florida - Department of Finance, Insurance and Real Estate

Multiple version iconThere are 2 versions of this paper

Downloads 986
16.

IQ from IP: Simplifying Search in Portfolio Choice

8th Miami Behavioral Finance Conference 2017
Number of pages: 56 Posted: 18 Sep 2017 Last Revised: 20 Apr 2019
Working Paper Series
Huaizhi Chen, Lauren Cohen, Umit G. Gurun, Dong Lou and Christopher J. Malloy
University of Notre Dame - Department of Finance, Harvard University - Business School (HBS), University of Texas at Dallas, London School of Economics & Political Science (LSE) and Harvard Business School

Multiple version iconThere are 2 versions of this paper

Downloads 891
17.

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
Cary Frydman and Baolian Wang
University of Southern California - Marshall School of Business and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 832
18.

Investors' Attention to Corporate Governance

Review of Financial Studies, forthcoming
Number of pages: 83 Posted: 27 Apr 2018 Last Revised: 23 Nov 2020
Accepted Paper Series
Peter Iliev, Jonathan Kalodimos and Michelle Lowry
Pennsylvania State University - Department of Finance, Oregon State University - College of Business and Drexel University
Downloads 822
19.

How Do Investment Ideas Spread through Social Interaction? Evidence from a Ponzi Scheme

Journal of Finance, Forthcoming, 6th Miami Behavioral Finance Conference
Number of pages: 92 Posted: 19 Mar 2015 Last Revised: 14 Feb 2019
Accepted Paper Series
Ville Rantala
University of Miami - Department of Finance
Downloads 804
20.

Earnings Announcement Return Extrapolation

Number of pages: 62 Posted: 22 Jan 2016 Last Revised: 04 Sep 2020
Working Paper Series
Aytekin Ertan, Stephen A. Karolyi, Peter Kelly and Robert C. Stoumbos
London Business School, Carnegie Mellon University - David A. Tepper School of Business, University of Notre Dame and Columbia University - Columbia Business School
Downloads 773
21.

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
Cary Frydman, Samuel M. Hartzmark and David H. Solomon
University of Southern California - Marshall School of Business, University of Chicago - Booth School of Business and Boston College - Carroll School of Management
Downloads 740
22.

A Retrieved-Context Theory of Financial Decisions

10th Miami Behavioral Finance Conference
Number of pages: 104 Posted: 06 Nov 2019 Last Revised: 14 Jan 2021
Working Paper Series
Jessica A. Wachter and Michael J. Kahana
University of Pennsylvania - Finance Department and University of Pennsylvania - Department of Psychology

Multiple version iconThere are 2 versions of this paper

Downloads 664
23.

Engineering Lemons

Journal of Financial Economics (JFE), Forthcoming, Fisher College of Business Working Paper No. 2020-03-021, Charles A. Dice Center Working Paper No. 2020-21, 9th Miami Behavioral Finance Conference 2018
Number of pages: 77 Posted: 04 Sep 2020 Last Revised: 28 Oct 2020
Accepted Paper Series
Petra Vokata
Ohio State University (OSU) - Department of Finance
Downloads 664
24.

Attention, Social Interaction, and Investor Attraction to Lottery Stocks

9th Miami Behavioral Finance Conference 2018, Baruch College Zicklin School of Business Research Paper No. 2019-03-01, Georgetown McDonough School of Business Research Paper No. 3343769
Number of pages: 67 Posted: 15 Mar 2019 Last Revised: 15 Jul 2019
Working Paper Series
Turan G. Bali, David A. Hirshleifer, Lin Peng and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business, University of California, Irvine - Paul Merage School of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Fordham University - Gabelli School of Business
Downloads 644
25.

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
Mark Grinblatt, Gergana Jostova and Alexander Philipov
University of California, Los Angeles (UCLA) - Finance Area, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 624
26.

Ownership, Learning, and Beliefs

10th Miami Behavioral Finance Conference
Number of pages: 53 Posted: 17 Oct 2019 Last Revised: 04 Jan 2021
Working Paper Series
Samuel M. Hartzmark, Samuel Hirshman and Alex Imas
University of Chicago - Booth School of Business, University of Colorado at Boulder - Leeds School of Business and University of Chicago - Booth School of Business
Downloads 616
27.

Gender Stereotypes and Entrepreneur Financing

10th Miami Behavioral Finance Conference
Number of pages: 69 Posted: 24 Jan 2019 Last Revised: 23 Mar 2020
Working Paper Series
Camille Hebert
University of Toronto - Rotman School of Management
Downloads 606
28.

Biased Auctioneers

HEC Paris Research Paper No. FIN-2019-1332, 10th Miami Behavioral Finance Conference
Number of pages: 37 Posted: 20 Mar 2019 Last Revised: 17 Jul 2020
Working Paper Series
Mathieu Aubry, Roman Kräussl, Gustavo Manso and Christophe Spaenjers
Ecole Nationale des Ponts et Chaussées (ENPC), Luxembourg School of Finance, University of California, Berkeley - Haas School of Business and HEC Paris - Finance Department
Downloads 593
29.

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, Journal of Accounting & Economics (JAE), Forthcoming
Number of pages: 84 Posted: 24 Mar 2017 Last Revised: 11 Sep 2019
Accepted Paper Series
Dennis Campbell, Maria Loumioti and Regina Wittenberg Moerman
Harvard University - Accounting & Control Unit, The University of Texas at Dallas and University of Southern California
Downloads 545
30.

Growing Up Without Finance

Journal of Financial Economics (JFE), 134 (3), December 2019, pp. 591-616., 7th Miami Behavioral Finance Conference 2016
Number of pages: 76 Posted: 14 Jul 2016 Last Revised: 10 Mar 2020
Accepted Paper Series
James R. Brown, J. Anthony Cookson and Rawley Heimer
Iowa State University - Department of Finance, University of Colorado at Boulder - Leeds School of Business and Boston College - Department of Finance
Downloads 542
31.

Who Wears the Pants? Gender Identity Norms and Intra-Household Financial Decision Making

Journal of Finance, Forthcoming
Number of pages: 72 Posted: 04 Feb 2017 Last Revised: 28 Dec 2020
Accepted Paper Series
Da Ke
University of South Carolina - Department of Finance
Downloads 540
32.

Bias Propagation in Economically Linked Firms

Number of pages: 51 Posted: 04 Dec 2015 Last Revised: 10 Jun 2019
Working Paper Series
Torsten Jochem and Florian S. Peters
University of Amsterdam and University of Amsterdam
Downloads 417
33.

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: 74 Posted: 26 Feb 2020 Last Revised: 01 Dec 2020
Working Paper Series
Julien Penasse and Luc Renneboog
University of Luxembourg and Tilburg University - Department of Finance
Downloads 405
34.

Information Asymmetry, Market Participation, and Asset Prices

6th Miami Behavioral Finance Conference
Number of pages: 53 Posted: 14 Apr 2016
Working Paper Series
David A. Hirshleifer, Chong Huang and Siew Hong Teoh
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 390
35.

How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective

7th Miami Behavioral Finance Conference 2016
Number of pages: 64 Posted: 04 Aug 2014 Last Revised: 08 Oct 2020
Working Paper Series
Dion Bongaerts, Richard Roll, Dominik Rösch, Mathijs A. Van Dijk and Darya Yuferova
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 374
36.

The Persistence of Miscalibration

10th Miami Behavioral Finance Conference
Number of pages: 57 Posted: 28 Jul 2020 Last Revised: 28 Oct 2020
Working Paper Series
Michael Boutros, Itzhak Ben-David, John R. Graham, Campbell R. Harvey and John W. Payne
Duke University, Ohio State University (OSU) - Department of Finance, Duke University, Duke University - Fuqua School of Business and Duke University - Marketing

Multiple version iconThere are 2 versions of this paper

Downloads 369
37.

Trust in Lending

MIT Sloan Research Paper No. 5524-18, 9th Miami Behavioral Finance Conference 2018
Number of pages: 59 Posted: 15 Jul 2018 Last Revised: 15 Mar 2019
Working Paper Series
Richard T. Thakor and Robert C. Merton
University of Minnesota - Carlson School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 359
38.

Overconfidence, Information Diffusion, and Mispricing Persistence

10th Miami Behavioral Finance Conference
Number of pages: 97 Posted: 24 Dec 2018 Last Revised: 04 Feb 2020
Working Paper Series
Kent D. Daniel, Alexander Klos and Simon Rottke
Columbia Business School - Finance and Economics, University of Kiel - Institute for Quantitative Business and Economics Research (QBER) and University of Amsterdam - Finance Group

Multiple version iconThere are 2 versions of this paper

Downloads 350
39.

Geographic Spillover of Dominant Firms' Shocks

8th Miami Behavioral Finance Conference 2017, 2019 Academic Research Colloquium for Financial Planning and Related Disciplines, Journal of Banking and Finance, Vol. 118, 2020
Number of pages: 82 Posted: 26 Jan 2017 Last Revised: 29 Oct 2020
Accepted Paper Series
Sima Jannati
University of Missouri-Columbia
Downloads 339
40.

Medicaid and Household Savings Behavior: New Evidence from Tax Refunds

Journal of Financial Economics (JFE), Forthcoming, 9th Miami Behavioral Finance Conference 2018
Number of pages: 80 Posted: 15 Mar 2019 Last Revised: 24 May 2019
Working Paper Series
Emily Gallagher, Radhakrishnan Gopalan, Michal Grinstein-Weiss and Jorge Sabat
University of Colorado at Boulder - Department of Finance, Washington University in St. Louis - John M. Olin Business School, University of North Carolina (UNC) at Chapel Hill and Universidad Diego Portales
Downloads 323
41.

The Chinese Warrants Bubble: Evidence from Brokerage Account Records

7th Miami Behavioral Finance Conference 2016, Review of Financial Studies (Forthcoming)
Number of pages: 68 Posted: 23 Aug 2016 Last Revised: 07 Jan 2020
Working Paper Series
Neil D. Pearson, Zhishu Yang and Qi Zhang
University of Illinois at Urbana-Champaign - Department of Finance, Tsinghua University - School of Economics & Management and Durham University
Downloads 308
42.

The Good, The Bad, and The Trending: Using Social Media Data To Test Theories of Momentum

9th Miami Behavioral Finance Conference 2018
Number of pages: 40 Posted: 15 Mar 2019 Last Revised: 06 Jun 2019
Working Paper Series
Austin Hill-Kleespie
University of Utah, David Eccles School of Business, Department of Finance
Downloads 305
43.

Heuristic Fund Allocation Decisions

8th Miami Behavioral Finance Conference 2017, University of Miami Business School Research Paper No. 2869426
Number of pages: 47 Posted: 15 Nov 2016 Last Revised: 13 Feb 2020
Working Paper Series
Indraneel Chakraborty, Alok Kumar, Tobias Muhlhofer and Ravi Sastry
University of Miami, University of Miami - Miami Herbert Business School, University of Miami - Department of Finance and University of Melbourne - Department of Finance
Downloads 292
44.

Expectations Uncertainty and Household Economic Behavior

Fisher College of Business Working Paper No. 2018-03-025, Charles A. Dice Center Working Paper No. 20018-25, Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC, Kenan Institute of Private Enterprise Research Paper No. 19-3, 10th Miami Behavioral Finance Conference
Number of pages: 64 Posted: 13 Dec 2018 Last Revised: 13 Oct 2020
Working Paper Series
Elyas Fermand, Camelia M. Kuhnen, Geng Li and Itzhak Ben-David
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of North Carolina Kenan-Flagler Business School & NBER, Board of Governors of the Federal Reserve System and Ohio State University (OSU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 281
45.

Biased By Choice: How Financial Constraints Can Reduce Financial Mistakes

Review of Financial Studies, Forthcoming, 9th Miami Behavioral Finance Conference 2018
Number of pages: 83 Posted: 29 Dec 2018 Last Revised: 23 Nov 2020
Working Paper Series
Rawley Heimer and Alex Imas
Boston College - Department of Finance and University of Chicago - Booth School of Business
Downloads 278
46.

Stock Price Reactions to the Information and Bias in Analyst-Expected Returns

Number of pages: 137 Posted: 23 Mar 2019 Last Revised: 14 Jan 2021
Working Paper Series
Johnathan Loudis
University of Notre Dame - Mendoza College of Business
Downloads 276
47.

Spillovers in Asset Prices: The Curious Case of Haunted Houses

8th Miami Behavioral Finance Conference 2017
Number of pages: 54 Posted: 30 Nov 2017 Last Revised: 22 Nov 2019
Working Paper Series
Utpal Bhattacharya, Daisy J. Huang and Kasper Meisner Nielsen
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management, Southwestern University of Finance and Economics (SWUFE) and Copenhagen Business School - Department of Finance
Downloads 252
48.

Urban Vibrancy and Firm Value Creation

9th Miami Behavioral Finance Conference 2018
Number of pages: 58 Posted: 25 Jul 2018 Last Revised: 15 Mar 2019
Working Paper Series
Casey Dougal, Christopher A. Parsons and Sheridan Titman
Florida State University, Foster School of Business, University of Washington and University of Texas at Austin - Department of Finance
Downloads 247
49.

Losers Buy Beta

8th Miami Behavioral Finance Conference 2017
Number of pages: 78 Posted: 08 Mar 2018 Last Revised: 04 Feb 2019
Working Paper Series
Koustav De
University of Kentucky
Downloads 244
50.

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
William J. Bazley, Yosef Bonaparte, George M. Korniotis and Alok Kumar
University of Kansas, University of Colorado at Denver - Department of Finance, University of Miami and University of Miami - Miami Herbert Business School
Downloads 241