Viewing: 1 - 37 of 37 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 Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
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
4,141
Downloads
22
Downloads
4,141
2.
The Dividend Disconnect
7th Miami Behavioral Finance Conference 2016
Number of pages: 55
Posted: 29 Nov 2016
Last Revised: 26 Mar 2018
Working Paper Series
University of Chicago - Booth School of Business and Boston College - Carroll School of Management
Downloads
2,708
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
2,227
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
The 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
1,753
CEO Personality and Firm Policies
NBER Working Paper No. w22435
Number of pages: 61
Posted: 25 Jul 2016
Downloads
40
Downloads
1,753
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
1,506
6.
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
692
7.
Geographic Momentum
Number of pages: 50
Posted: 17 May 2016
Last Revised: 30 Sep 2017
Working Paper Series
University of California, San Diego (UCSD) - Rady School of Management, Stockholm School of Economics and University of Texas at Austin - Department of Finance
Downloads
665
8.
Short- and Long-Horizon Behavioral Factors
Columbia Business School Research Paper No. 18-5, 8th Miami Behavioral Finance Conference 2017
Number of pages: 71
Posted: 12 Dec 2017
Last Revised: 18 Apr 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: 71
Posted: 12 Dec 2017
Last Revised: 18 Apr 2018
Downloads
595
Short and Long Horizon Behavioral Factors
NBER Working Paper No. w24163
Number of pages: 71
Posted: 03 Jan 2018
Downloads
32
Downloads
595
9.
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
559
10.
What's in a (School) Name? Racial Discrimination in Higher Education Bond Markets
6th Miami Behavioral Finance Conference
Number of pages: 68
Posted: 05 Feb 2016
Last Revised: 30 Sep 2016
Working Paper Series
Drexel University, University of Notre Dame - Mendoza College of Business, Duke University - Fuqua School of Business and University of California, San Diego (UCSD) - Rady School of Management
Downloads
559
11.
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: 03 Feb 2017
Working Paper Series
University of Miami
Downloads
552
12.
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
535
13.
Crowdsourced Employer Reviews and Stock Returns
8th Miami Behavioral Finance Conference 2017
Number of pages: 65
Posted: 19 Jul 2017
Last Revised: 04 May 2018
Working 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
479
14.
The Promises and Pitfalls of Robo-Advising
8th Miami Behavioral Finance Conference 2017
Number of pages: 44
Posted: 22 Feb 2018
Working Paper Series
University of Maryland - Robert H. Smith School of Business, 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
387
The Promises and Pitfalls of Robo-Advising
CESifo Working Paper Series No. 6907
Number of pages: 46
Posted: 20 Apr 2018
Downloads
90
Downloads
387
15.
Explaining (Some) Anomalies: The Role of Analyst Bias
7th Miami Behavioral Finance Conference 2016
Number of pages: 47
Posted: 02 Sep 2015
Last Revised: 16 Apr 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
382
16.
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
311
17.
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
306
18.
Making Sense of Soft Information: Interpretation Bias and Ex-Post Lending Outcomes
8th Miami Behavioral Finance Conference 2017
Number of pages: 73
Posted: 24 Mar 2017
Last Revised: 18 Apr 2018
Working Paper Series
Harvard University - Accounting & Control Unit, The University of Texas at Dallas and University of Southern California
Downloads
305
19.
Growing Up Without Finance
7th Miami Behavioral Finance Conference 2016
Number of pages: 66
Posted: 14 Jul 2016
Last Revised: 07 Feb 2017
Working Paper Series
Iowa State University - Department of Finance, University of Colorado at Boulder - Leeds School of Business and Boston College - Department of Finance
Downloads
298
20.
IQ from IP: Simplifying Search in Portfolio Choice
8th Miami Behavioral Finance Conference 2017
Number of pages: 34
Posted: 18 Sep 2017
Last Revised: 18 Apr 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
Downloads
289
21.
On the Origination and Propagation of Shocks Across International Equity Markets: A Microstructure Perspective
7th Miami Behavioral Finance Conference 2016
Number of pages: 134
Posted: 04 Aug 2014
Last Revised: 31 May 2017
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
280
22.
The Impact of Salience on Investor Behavior: Evidence from a Natural Experiment
8th Miami Behavioral Finance Conference 2017
Number of pages: 59
Posted: 14 Aug 2017
Last Revised: 18 Apr 2018
Working Paper Series
University of Southern California - Marshall School of Business and Gabelli School of Business - Fordham University
Downloads
251
23.
Optimism Propagation
8th Miami Behavioral Finance Conference 2017
Number of pages: 55
Posted: 04 Dec 2015
Last Revised: 20 Apr 2018
Working Paper Series
University of Amsterdam and University of Amsterdam
Downloads
234
24.
Idiosyncratic Shocks, Geographic Spillovers, and Asset Prices
8th Miami Behavioral Finance Conference 2017
Number of pages: 63
Posted: 26 Jan 2017
Last Revised: 18 Apr 2018
Working Paper Series
University of Miami
Downloads
214
25.
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
192
26.
Does Limited Investor Attention Explain Mutual Fund Flows? Evidence from Sector Funds
8th Miami Behavioral Finance Conference 2017
Number of pages: 52
Posted: 15 Nov 2016
Last Revised: 18 Apr 2018
Working Paper Series
University of Miami, University of Miami - School of Business Administration, University of Miami - Department of Finance and The University of Melbourne
Downloads
179
27.
Who Wears the Pants? Gender Identity Norms and Intra-Household Financial Decision Making
Number of pages: 54
Posted: 04 Feb 2017
Last Revised: 05 Mar 2018
Working Paper Series
University of South Carolina
Downloads
174
28.
Discrimination, Social Risk, and Portfolio Choice
7th Miami Behavioral Finance Conference 2016
Number of pages: 73
Posted: 03 Nov 2016
Last Revised: 19 Jul 2017
Working Paper Series
University of Colorado at Denver - Department of Finance, University of Miami, University of Miami and University of Miami - School of Business Administration
Downloads
160
29.
Noncognitive Abilities and Financial Distress: Evidence from a Representative Household Panel
7th Miami Behavioral Finance Conference 2016, HEC Paris Research Paper No. FIN-2017-1193
Number of pages: 57
Posted: 28 Feb 2017
Last Revised: 07 Aug 2017
Working Paper Series
Bank for International Settlements (BIS) - Monetary and Economic Department and Netspar
There are 3 versions of this paper
Noncognitive Abilities and Financial Distress: Evidence from a Representative Household Panel
7th Miami Behavioral Finance Conference 2016, HEC Paris Research Paper No. FIN-2017-1193
Number of pages: 57
Posted: 28 Feb 2017
Last Revised: 07 Aug 2017
Downloads
139
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
51
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
139
30.
Comparables Pricing
6th Miami Behavioral Finance Conference
Number of pages: 60
Posted: 26 May 2016
Last Revised: 15 Jul 2017
Working Paper Series
Yale University - School of Management and Brigham Young University
Downloads
127
31.
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
127
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
124
33.
Cognitive Reference Points, the Left-Digit Effect, and Clustering in Housing Markets
Georgia Tech Scheller College of Business Research Paper No. 17-22, 8th Miami Behavioral Finance Conference 2017
Number of pages: 45
Posted: 09 May 2017
Last Revised: 19 Apr 2018
Working Paper Series
Georgia Institute of Technology - Scheller College of Business and Georgia State University - J. Mack Robinson College of Business
Downloads
120
34.
The Speed of Communication
7th Miami Behavioral Finance Conference 2016
Number of pages: 54
Posted: 01 Oct 2016
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
107
35.
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
69
36.
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 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
46
Socioeconomic Status and Macroeconomic Expectations
CEPR Discussion Paper No. DP12464
Number of pages: 53
Posted: 01 Dec 2017
Downloads
46
37.
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
19
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