University of Mannheim, Finance Department
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portfolio theory, household finance, asset allocation, international diversification, heuristics
Momentum, skewness, market efficiency, return predictability, behavioral finance
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File name: DP10601.
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behavioral finance, market efficiency, momentum, return predictability, skewness
Momentum, media, overreaction, attention effects, investor biases
Pairs trading, relative-value arbitrage, return predictability, international stock markets, limited attention, limits to arbitrage
Behavioral finance, return predictability, limited attention, attention allocation, anomalies
Local bias, trading activity, investor recognition, investor distraction, holiday effect, natural experiment
anomalies, limits to arbitrage, sentiment, return predictability, behavioral finance
trading behavior, behavioral finance, name effects, limited attention, ordering effects
Anomalies, international stock markets, multidimensionality, market efficiency, return predictability
return predictability, international stock markets, arbitrage, publication impact, anomalies, trading strategies, market segmentation
International stock markets, beta anomaly, risk/return trade-off, investor biases, behavioral finance
anomalies, return predictability, behavioral finance, international stock markets, emerging markets
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