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
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., Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 93
Posted: 05 Jul 2015
Last Revised: 02 Sep 2020
Downloads
5,275
Downloads
35
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
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
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
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
2,283
CEO Personality and Firm Policies
NBER Working Paper No. w22435
Number of pages: 61
Posted: 25 Jul 2016
Downloads
66
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
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
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
Columbia Business School - Finance and Economics, University of California, Irvine - Paul Merage School of Business and George Mason University - Department of Finance
There are 2 versions of this paper
Short- and Long-Horizon Behavioral Factors
Review of Financial Studies, Forthcoming
Number of pages: 74
Posted: 12 Dec 2017
Last Revised: 13 Sep 2019
Downloads
1,437
Short- and Long-Horizon Behavioral Factors
NBER Working Paper No. w24163
Number of pages: 75
Posted: 03 Jan 2018
Downloads
60
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
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
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
Boston College, The Johns Hopkins Carey Business School and Georgetown University
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
1,184
The Promises and Pitfalls of Robo-Advising
CESifo Working Paper Series No. 6907
Number of pages: 46
Posted: 20 Apr 2018
Downloads
220
Downloads
1,184
11.
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
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
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
Yale School of Management and University of California, San Diego (UCSD) - Rady School of Management
There are 2 versions of this paper
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
Downloads
998
Can the Market Multiply and Divide? Non-Proportional Thinking in Financial Markets
NBER Working Paper No. w25751
Number of pages: 69
Posted: 15 Apr 2019
Downloads
16
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
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
Yale School of Management, California Institute of Technology and University of Florida - Department of Finance, Insurance and Real Estate
There are 2 versions of this paper
Prospect Theory and Stock Market Anomalies
10th Miami Behavioral Finance Conference
Number of pages: 83
Posted: 08 Nov 2019
Last Revised: 17 Dec 2020
Downloads
986
Prospect Theory and Stock Market Anomalies
NBER Working Paper No. w27155
Number of pages: 65
Posted: 18 May 2020
Downloads
22
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
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
There are 2 versions of this paper
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
Downloads
891
IQ from Ip: Simplifying Search in Portfolio Choice
NBER Working Paper No. w24801
Number of pages: 56
Posted: 16 Jul 2018
Last Revised: 24 Jul 2018
Downloads
17
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
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
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
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
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
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
University of Pennsylvania - Finance Department and University of Pennsylvania - Department of Psychology
There are 2 versions of this paper
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
Downloads
664
A Retrieved-Context Theory of Financial Decisions
NBER Working Paper No. w26200
Number of pages: 59
Posted: 03 Sep 2019
Downloads
6
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
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
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
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
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
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
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
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
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
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
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
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
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
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
Duke University, Ohio State University (OSU) - Department of Finance, Duke University, Duke University - Fuqua School of Business and Duke University - Marketing
There are 2 versions of this paper
The Persistence of Miscalibration
10th Miami Behavioral Finance Conference
Number of pages: 57
Posted: 28 Jul 2020
Last Revised: 28 Oct 2020
Downloads
369
The Persistence of Miscalibration
NBER Working Paper No. w28010
Number of pages: 58
Posted: 02 Nov 2020
Downloads
5
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
University of Minnesota - Carlson School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
There are 2 versions of this paper
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
Downloads
359
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
Columbia Business School - Finance and Economics, University of Kiel - Institute for Quantitative Business and Economics Research (QBER) and University of Amsterdam - Finance Group
There are 2 versions of this paper
Overconfidence, Information Diffusion, and Mispricing Persistence
10th Miami Behavioral Finance Conference
Number of pages: 97
Posted: 24 Dec 2018
Last Revised: 04 Feb 2020
Downloads
350
Overconfidence, Information Diffusion, and Mispricing Persistence
NBER Working Paper No. w25346
Number of pages: 58
Posted: 11 Dec 2018
Downloads
10
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
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
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
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
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
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
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
There are 2 versions of this paper
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
Downloads
281
Expectations Uncertainty and Household Economic Behavior
NBER Working Paper No. w25336
Number of pages: 51
Posted: 11 Dec 2018
Downloads
4
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
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
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
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
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
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
University of Kansas, University of Colorado at Denver - Department of Finance, University of Miami and University of Miami - Miami Herbert Business School
Downloads
241
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