Martin Weber

University of Mannheim - Department of Banking and Finance

D-68131 Mannheim

Germany

SCHOLARLY PAPERS

91

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Rank 527

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63,922

SSRN CITATIONS
Rank 762

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Top 762

in Total Papers Citations

754

CROSSREF CITATIONS

1,053

Scholarly Papers (91)

1.

How Should Individual Investors Diversify? An Empirical Evaluation of Alternative Asset Allocation Policies

Journal of Financial Markets, 19, 62-85
Number of pages: 47 Posted: 13 Sep 2009 Last Revised: 10 Jul 2014
Heiko Jacobs, Sebastian Müller and Martin Weber
University of Duisburg-Essen, Campus Essen, Technische Universität München (TUM) - TUM School of Management and University of Mannheim - Department of Banking and Finance
Downloads 6,668 (1,942)
Citation 35

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portfolio theory, household finance, asset allocation, international diversification, heuristics

2.
Downloads 4,140 ( 4,375)
Citation 12

Expected Skewness and Momentum

Number of pages: 40 Posted: 29 Apr 2015 Last Revised: 03 Aug 2016
Heiko Jacobs, Tobias Regele and Martin Weber
University of Duisburg-Essen, Campus Essen, Allianz SE - Allianz Global Investors Europe and University of Mannheim - Department of Banking and Finance
Downloads 4,140 (4,295)
Citation 21

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Momentum, skewness, market efficiency, return predictability, behavioral finance

Expected Skewness and Momentum

CEPR Discussion Paper No. DP10601
Number of pages: 64 Posted: 19 May 2015
Heiko Jacobs, Tobias Regele and Martin Weber
University of Duisburg-Essen, Campus Essen, Allianz SE - Allianz Global Investors Europe and University of Mannheim - Department of Banking and Finance
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behavioral finance, market efficiency, momentum, return predictability, skewness

3.
Downloads 4,059 ( 4,516)
Citation 129

Overconfidence and Trading Volume

Number of pages: 55 Posted: 04 Dec 2003
Markus Glaser and Martin Weber
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management) and University of Mannheim - Department of Banking and Finance
Downloads 1,766 (16,923)
Citation 21

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Overconfidence, Differences of Opinion, Trading Volume, Individual Investors, Investor Behavior, Correlation of Economic and Psychologic Variables, Combination of Experimental and Field Data

Overconfidence and Trading Volume

Geneva Risk and Insurance Review 32(1), June 2007, 1-36.
Number of pages: 51 Posted: 28 Mar 2007 Last Revised: 26 Oct 2007
Markus Glaser and Martin Weber
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management) and University of Mannheim - Department of Banking and Finance
Downloads 1,210 (29,844)
Citation 1

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Overconfidence, Differences of Opinion, Trading Volume, Individual Investors, Investor Behavior, Correlation of Economic and Psychological Variables, Combination of Psychometric Measures of Judgment Biases and Field Data

Overconfidence and Trading Volume

Number of pages: 55 Posted: 04 Feb 2005
Markus Glaser and Martin Weber
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management) and University of Mannheim - Department of Banking and Finance
Downloads 1,038 (37,264)
Citation 15

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Overconfidence, Differences of Opinion, Trading Volume, Individual Investors, Investor Behavior, Correlation of Economic and Psychologic Variables, Combination of Experimental and Field Data

Overconfidence and Trading Volume

Number of pages: 58 Posted: 13 Aug 2003
Markus Glaser and Martin Weber
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management) and University of Mannheim - Department of Banking and Finance
Downloads 45 (706,643)
Citation 24
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Overconfidence, differences of opinion, trading volume, individual investors, investor behaviour, correlation of economic and psychological variables, combination of psychometric measures of judgement biases and field data

Financial Literacy and Mutual Fund Investments: Who Buys Actively Managed Funds?

Schmalenbach Business Review, Vol. 62, pp. 126-153, April 2010
Number of pages: 37 Posted: 15 Feb 2008 Last Revised: 25 Nov 2013
Sebastian Müller and Martin Weber
Technische Universität München (TUM) - TUM School of Management and University of Mannheim - Department of Banking and Finance
Downloads 2,550 (9,415)
Citation 2

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Better-than-Average, Financial Literacy, Investor Sophistication, Miscalibration, Mutual Fund Customers, Mutual Funds

Financial Literacy and Mutual Fund Investments: Who Buys Actively Managed Funds?

Schmalenbach Business Review, Vol. 62, pp. 126-153, April 2010
Number of pages: 28 Posted: 11 May 2010
Sebastian Müller and Martin Weber
Technische Universität München (TUM) - TUM School of Management and University of Mannheim - Department of Banking and Finance
Downloads 241 (217,710)
Citation 13

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Better-than-Average, Financial Literacy, Investor Sophistication, Miscalibration, Mutual Fund Customers, Mutual Funds

5.

Managerial Optimism and Corporate Investment: Is the CEO Alone Responsible for the Relation?

AFA 2008 New Orleans Meetings Paper
Number of pages: 45 Posted: 05 Mar 2008 Last Revised: 31 Oct 2008
Markus Glaser, Philipp Schäfers and Martin Weber
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management), WestLB and University of Mannheim - Department of Banking and Finance
Downloads 2,109 (13,000)
Citation 25

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Optimism, corporate investment, investment-cash flow sensitivity, behavioral corporate finance

6.

True Overconfidence in Interval Estimates: Evidence Based on a New Measure of Miscalibration

Journal of Behavioral Decision Making, Forthcoming
Number of pages: 36 Posted: 03 May 2005 Last Revised: 26 Jun 2012
Markus Glaser, Martin Weber and Thomas Langer
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management), University of Mannheim - Department of Banking and Finance and University of Muenster - Finance Center
Downloads 2,053 (13,566)
Citation 19

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overconfidence, miscalibration, judgment biases, individual differences, reliability, expert judgment, interval estimates

7.

Individual Investor Sentiment and Stock Returns - What Do We Learn from Warrant Traders?

Number of pages: 34 Posted: 25 Mar 2005 Last Revised: 07 Oct 2009
Markus Glaser, Philipp Schmitz and Martin Weber
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management), University of Applied Sciences Aachen and University of Mannheim - Department of Banking and Finance
Downloads 1,870 (15,720)
Citation 5

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Sentiment, Bank-issued Warrants, Covered Warrants, Individual Investors, Investor Behavior, VAR models, Return Predictability, Stock Index Returns

8.

How Risky Do I Invest: The Role of Risk Attitudes, Risk Perceptions, and Overconfidence

Decision Analysis, Vol. 7, pp 282-301, 2010
Number of pages: 50 Posted: 01 Aug 2007 Last Revised: 11 Apr 2011
Alen Nosic and Martin Weber
affiliation not provided to SSRN and University of Mannheim - Department of Banking and Finance
Downloads 1,811 (16,535)
Citation 8

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Overconfidence, Optimism, Risk Attitude, Risk Perception, Risk Taking, Domain Specificity

Why Inexperienced Investors Do Not Learn: They Do Not Know Their Past Portfolio Performance

Finance Research Letters, Vol. 4, No. 4, 2007
Number of pages: 27 Posted: 22 Jul 2007 Last Revised: 28 Sep 2008
Markus Glaser and Martin Weber
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management) and University of Mannheim - Department of Banking and Finance
Downloads 1,762 (16,984)
Citation 6

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Return Estimation, Portfolio Return, Perceived Returns, Self-Assessment, Better Than Average Effect, Overconfidence, Financial Education, Financial Literacy, Learning, Experience

Why Inexperienced Investors do not Learn: They do not Know Their Past Portfolio Performance

Finance Research Letters, Vol. 4, No. 4, pp. 203-216, 2007
Posted: 01 Dec 2007
Markus Glaser and Martin Weber
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management) and University of Mannheim - Department of Banking and Finance

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Return estimation, Portfolio return, Perceived returns, Self-assessment, Better than average effect, Overconfidence, Financial education, Financial literacy, Learning, Experience

Dynamic Inconsistency in Risky Choice: Evidence from the Lab and Field

Number of pages: 87 Posted: 09 Jun 2020 Last Revised: 27 Aug 2023
Arizona State University (ASU) - W.P. Carey School of Business, University of Bonn - Department of Economics, University of Chicago - Booth School of Business and University of Mannheim - Department of Banking and Finance
Downloads 1,702 (17,884)
Citation 3

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dynamic risk taking, choice under uncertainty, probability weighting, dynamic inconsistency, behavioral economics, retail trading, limit orders

Dynamic Inconsistency in Risky Choice: Evidence from the Lab and Field

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2023-17
Number of pages: 48 Posted: 09 Feb 2023
Arizona State University (ASU) - W.P. Carey School of Business, Max Planck Institute for Research on Collective Goods, University of Chicago - Booth School of Business and University of Mannheim - Department of Banking and Finance
Downloads 29 (829,085)

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Dynamic Inconsistency in Risky Choice: Evidence from the Lab and Field

NBER Working Paper No. w30910
Number of pages: 47 Posted: 06 Feb 2023 Last Revised: 17 Jun 2023
Arizona State University (ASU) - W.P. Carey School of Business, Max Planck Institute for Research on Collective Goods, University of Chicago - Booth School of Business and University of Mannheim - Department of Banking and Finance
Downloads 4 (1,071,148)
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11.

On the Determinants of Pairs Trading Profitability

Journal of Financial Markets, Forthcoming
Number of pages: 44 Posted: 06 Jan 2015
Heiko Jacobs and Martin Weber
University of Duisburg-Essen, Campus Essen and University of Mannheim - Department of Banking and Finance
Downloads 1,542 (21,154)
Citation 4

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Pairs trading, relative-value arbitrage, return predictability, international stock markets, limited attention, limits to arbitrage

12.

The Role of Non-Financial Factors in Internal Credit Ratings

Journal of Banking and Finance, Vol. 29, No. 2, pp. 509-531, 2005
Number of pages: 31 Posted: 22 Mar 2002 Last Revised: 02 Sep 2009
Jens Grunert, Lars Norden and Martin Weber
University of Tuebingen - Department of Banking, Getulio Vargas Foundation (FGV) - Brazilian School of Public and Business Administration (EBAPE) and University of Mannheim - Department of Banking and Finance
Downloads 1,448 (23,297)
Citation 9

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Credit risk, Credit ratings, Debt default, Probit analysis

Momentum and Turnover: Evidence from the German Stock Market

Number of pages: 35 Posted: 04 Mar 2002
Markus Glaser and Martin Weber
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management) and University of Mannheim - Department of Banking and Finance
Downloads 1,292 (27,091)
Citation 5

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Momentum and Turnover: Evidence from the German Stock Market

Number of pages: 36 Posted: 06 Jun 2002
Markus Glaser and Martin Weber
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management) and University of Mannheim - Department of Banking and Finance
Downloads 47 (693,363)
Citation 6
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Asset pricing, momentum strategies, return predictability, turnover

Momentum and Turnover: Evidence from the German Stock Market

Schmalenbach Business Review, Vol. 55, pp. 108-135, 2003
Posted: 06 Jun 2003 Last Revised: 18 Apr 2011
Markus Glaser and Martin Weber
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management) and University of Mannheim - Department of Banking and Finance

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Asset Pricing, Momentum, Momentum Strategies, Return Predictability, Turnover, Trading Volume

14.

Who Takes Risks When and Why: Determinants of Changes in Investor Risk Taking

Review of Finance, 17, 847-883, Columbia Business School Research Paper No. 12/29
Number of pages: 58 Posted: 01 Aug 2009 Last Revised: 24 May 2013
Martin Weber, Elke U. Weber and Alen Nosic
University of Mannheim - Department of Banking and Finance, Princeton University - Department of Psychology and affiliation not provided to SSRN
Downloads 1,227 (29,710)
Citation 43

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Risk Taking, Risk Return Model, Risk Attitude, Risk Expectation, Return Expectation

15.

Recovery Rates of Commercial Lending: Empirical Evidence for German Companies

Journal of Banking and Finance, Vol. 33, pp. 505-513, 2009
Number of pages: 45 Posted: 22 Feb 2007 Last Revised: 30 Aug 2012
Jens Grunert and Martin Weber
University of Tuebingen - Department of Banking and University of Mannheim - Department of Banking and Finance
Downloads 1,186 (31,244)
Citation 3

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Credit risk, Bank loans, Recovery rate

16.

Thinking about Prices versus Thinking about Returns in Financial Markets

Journal of Finance, Forthcoming, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 112 Posted: 20 Mar 2016 Last Revised: 06 Nov 2018
Markus Glaser, Zwetelina Iliewa and Martin Weber
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management), University of Bonn - Department of Economics and University of Mannheim - Department of Banking and Finance
Downloads 1,174 (31,714)
Citation 30

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expected returns, information presentation, question format, judgmental forecasting, professional forecasters

Can Auditors Be Independent? – Experimental Evidence on the Effects of Client Type

Number of pages: 39 Posted: 04 Aug 2007 Last Revised: 23 May 2012
Christopher Koch, Martin Weber and Jens Wüstemann
Johannes Gutenberg University Mainz - Gutenberg School of Economics and Management, University of Mannheim - Department of Banking and Finance and University of Mannheim - Accounting and Taxation
Downloads 1,103 (34,112)
Citation 2

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auditor independence, accountability pressure, client retention incentives, oversight board, behavioural experiment

Can Auditors Be Independent? – Experimental Evidence on the Effects of Client Type

European Accounting Review, Forthcoming
Posted: 29 Sep 2011
Christopher Koch, Martin Weber and Jens Wüstemann
Johannes Gutenberg University Mainz - Gutenberg School of Economics and Management, University of Mannheim - Department of Banking and Finance and University of Mannheim - Accounting and Taxation

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auditor independence, accountability pressure, client retention incentives, oversight board, behavioral experiment

18.

Scale Dependence of Overconfidence in Stock Market Volatility Forecasts

Number of pages: 9 Posted: 27 Jun 2007
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management), University of Mannheim - Department of Banking and Finance, University of Muenster - Finance Center and Siemens Management Consulting
Downloads 1,087 (35,375)
Citation 4

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Volatility forecast, confidence interval, individual investor, overconfidence

Framing Effects in Stock Market Forecasts: The Difference between Asking for Prices and Asking for Returns

AFA 2007 Chicago Meetings Paper
Number of pages: 40 Posted: 10 Nov 2005
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management), University of Mannheim - Department of Banking and Finance, University of Muenster - Finance Center and Siemens Management Consulting
Downloads 1,061 (36,075)
Citation 7

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Return forecast, volatility forecast, confidence interval, individual investor, overconfidence, expertise, financial education, financial literacy, framing effect, investor surveys

Framing Effects in Stock Market Forecasts: The Difference between Asking for Prices and Asking for Returns

Review of Finance, Vol. 11, pp. 325-357, 2007
Posted: 13 Jun 2007
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management), University of Mannheim - Department of Banking and Finance, University of Muenster - Finance Center and Siemens Management Consulting

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Return forecast, volatility forecast, confidence interval, individual investor, overconfidence, expertise, financial education, financial literacy, framing effect, investor surveys

20.

The Role of Experience Sampling and Graphical Displays on One's Investment Risk Appetite

Management Science, 59, 323-340, 2013
Number of pages: 35 Posted: 26 May 2010 Last Revised: 24 May 2013
SAFE and Goethe University, University of Mannheim - Department of Banking and Finance and Yale School of Management
Downloads 1,054 (37,015)
Citation 2

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Risk Taking, Risk Attitude, Risk Perception, Presentation Format, Decision Comprehension, Experience-Description Gap

21.

Corporate Governance and the Design of Stock Option Contracts

AFA 2007 Chicago Meetings Paper, EFA 2006 Zurich Meetings, Die Betriebswirtschaft, 71, 331-354.
Number of pages: 50 Posted: 24 Oct 2005 Last Revised: 15 Apr 2015
Zacharias Sautner and Martin Weber
University of Zurich - Department of Banking and Finance and University of Mannheim - Department of Banking and Finance
Downloads 1,042 (37,606)
Citation 6

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Stock Option Programs, Program Design, Corporate Governance, Empirical Evidence

22.

Loan Growth and Riskiness of Banks

Journal of Banking and Finance, Vol. 34, pp. 2929-2940, 2009
Number of pages: 38 Posted: 04 Dec 2007 Last Revised: 31 Jan 2012
Daniel Foos, Martin Weber and Lars Norden
Deutsche Bundesbank, University of Mannheim - Department of Banking and Finance and Getulio Vargas Foundation (FGV) - Brazilian School of Public and Business Administration (EBAPE)
Downloads 938 (43,620)
Citation 11

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Bank lending, Credit risk, Loan losses, Bank profitability, Bank solvency

23.

Credit Line Usage, Checking Account Activity, and Default Risk of Bank Borrowers

Review of Financial Studies, Vol. 23, pp. 3665-3699, 2010, EFA 2008 Athens Meetings Paper, AFA 2008 New Orleans Meetings Paper
Number of pages: 52 Posted: 06 Mar 2008 Last Revised: 15 Jan 2011
Lars Norden and Martin Weber
Getulio Vargas Foundation (FGV) - Brazilian School of Public and Business Administration (EBAPE) and University of Mannheim - Department of Banking and Finance
Downloads 911 (45,383)
Citation 45

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Banks, Relationship lending, Checking accounts, Lines of credit, Credit ratings, Bankruptcy

The Perception of Dependence, Investment Decisions, and Stock Prices

Journal of Finance, Forthcoming
Number of pages: 107 Posted: 29 Feb 2016 Last Revised: 31 Mar 2022
Michael Ungeheuer and Martin Weber
Aalto University and University of Mannheim - Department of Banking and Finance
Downloads 897 (45,665)
Citation 7

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Dependence, Investment Decisions, Diversification, Correlation Neglect, Tail Risk, Asset Pricing

The Perception of Dependence and Investment Decisions

CEPR Discussion Paper No. DP11188
Number of pages: 67 Posted: 18 Apr 2016
Michael Ungeheuer and Martin Weber
Aalto University and University of Mannheim - Department of Banking and Finance
Downloads 1 (1,095,497)
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Biased Beliefs, Correlation Neglect, Dependence, Diversification, Investment Decisions, Risk Taking

The Perception of Dependence, Investment Decisions, and Stock Prices

CEPR Discussion Paper No. DP11585
Number of pages: 82 Posted: 24 Oct 2016
Michael Ungeheuer and Martin Weber
Aalto University and University of Mannheim - Department of Banking and Finance
Downloads 1 (1,095,497)
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Asset Pricing, Biased Beliefs, Correlation Neglect, Dependence, Diversification, Investment Decisions

25.

Which Past Returns Affect Trading Volume?

Journal of Financial Markets, Vol. 12, pp. 1-31, 2009
Number of pages: 38 Posted: 21 Mar 2005 Last Revised: 18 Apr 2011
Markus Glaser and Martin Weber
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management) and University of Mannheim - Department of Banking and Finance
Downloads 891 (46,820)
Citation 11

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Individual investors, investor behavior, trading volume, stock returns and trading volume, overconfidence, differences of opinion, discount broker, online broker, online banks, panel data, count data

26.
Downloads 701 (64,650)
Citation 3

The Disposition Effect in Boom and Bust Markets

Number of pages: 63 Posted: 03 Nov 2018 Last Revised: 24 Jan 2022
Sabine Bernard, Benjamin Loos and Martin Weber
Leibniz Institute for Financial Research SAFE, UNSW and University of Mannheim - Department of Banking and Finance
Downloads 360 (143,241)
Citation 1

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Disposition Effect, Financial Market Cycles, Household Finance, Retail Investor

The Disposition Effect in Boom and Bust Markets

SAFE Working Paper No. 305
Number of pages: 65 Posted: 05 Feb 2021 Last Revised: 27 Jan 2022
Sabine Bernard, Benjamin Loos and Martin Weber
Leibniz Institute for Financial Research SAFE, UNSW and University of Mannheim - Department of Banking and Finance
Downloads 341 (151,935)
Citation 3

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Disposition Effect, Financial Market Cycles, Household Finance, Retail Investor

27.

5, 10, or 15: Maturity Choice of Private Mortgage Borrowers

Number of pages: 38 Posted: 31 Jan 2013
Ulrich Seubert and Martin Weber
University of Mannheim - Department of Banking and Finance and University of Mannheim - Department of Banking and Finance
Downloads 699 (64,876)
Citation 1

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Household Finance, Mortgage Choice, Fixed Rate Mortgage, Adjustable Rate Mortgage

On the Trend Recognition and Forecasting Ability of Professional Traders

Number of pages: 49 Posted: 18 Jun 2007 Last Revised: 21 Jan 2008
Markus Glaser, Martin Weber and Thomas Langer
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management), University of Mannheim - Department of Banking and Finance and University of Muenster - Finance Center
Downloads 660 (68,864)
Citation 2

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trend recognition, forecasting, conservatism, overconfidence, professionals, financial modeling

On the Trend Recognition and Forecasting Ability of Professional Traders

Number of pages: 34 Posted: 27 Jun 2003
Markus Glaser, Martin Weber and Thomas Langer
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management), University of Mannheim - Department of Banking and Finance and University of Muenster - Finance Center
Downloads 32 (803,624)
Citation 3
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Trend recognition, forecasting, conservatism, overconfidence, professionals, financial modelling

On the Trend Recognition and Forecasting Ability of Professional Traders

Decision Analysis, Vol. 4, No. 4, pp. 176-193, 2007
Posted: 16 Jan 2008
Markus Glaser, Martin Weber and Thomas Langer
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management), University of Mannheim - Department of Banking and Finance and University of Muenster - Finance Center

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trend recognition, forecasting, conservatism, overconfidence, professionals, financial modeling

29.

Splitting the Disposition Effect: Asymmetric Reactions Towards 'Selling Winners' and 'Holding Losers'

Number of pages: 32 Posted: 25 Jul 2008
Martin Weber and Frank Welfens
University of Mannheim - Department of Banking and Finance and University of Mannheim
Downloads 622 (75,215)
Citation 12

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Decision analysis: Risk, Decision analysis: Sequential

30.

Do Changes in Reporting Frequency Really Influence Investors’ Risk Taking Behavior? Myopic Loss Aversion Revisited

Number of pages: 29 Posted: 20 Mar 2011 Last Revised: 18 Jun 2014
Stefan Zeisberger, Thomas Langer and Martin Weber
Radboud University, Institute for Management Research, University of Muenster - Finance Center and University of Mannheim - Department of Banking and Finance
Downloads 590 (80,288)

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myopic loss aversion, Prospect Theory, repeated investing, experimental economics

31.

Volatility Inadaptability: Investors Care About Risk, But Can't Cope with Volatility

Review of Finance (Forthcoming)
Number of pages: 50 Posted: 13 Oct 2011 Last Revised: 12 Jun 2013
University of Mannheim - Department of Banking and Finance, SAFE and Goethe University and University of Mannheim - Department of Banking and Finance
Downloads 586 (80,947)
Citation 8

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portfolio choice, portfolio selection, risk-taking, volatility, volatility inadaptability

32.

Opening the Black Box: From an Individual Bias to Portfolio Performance

Number of pages: 46 Posted: 01 Aug 2009 Last Revised: 16 Mar 2012
Alen Nosic, Martin Weber and Markus Glaser
affiliation not provided to SSRN, University of Mannheim - Department of Banking and Finance and Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management)
Downloads 580 (81,990)
Citation 4

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Overreaction, Underreaction, Overconfidence, Miscalibration, Portfolio Performance, Portfolio Risk, Risk Taking, Sharpe Ratio

September 11 and Stock Return Expectations of Individual Investors

Review of Finance, Vol. 9, No. 2, p. 243-279, 2005
Number of pages: 52 Posted: 01 Dec 2005 Last Revised: 12 Feb 2009
Markus Glaser and Martin Weber
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management) and University of Mannheim - Department of Banking and Finance
Downloads 559 (84,954)
Citation 1

Abstract:

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Return Expectations, Volatility Forecasts, Overconfidence, Differences of Opinion, Confidence Intervals, Forecasting, Individual Investors, September 11

September 11 and Stock Return Expectations of Individual Investors

Review of Finance, Vol. 9, No. 2, pp. 243-279, 2005
Posted: 01 Sep 2008
Markus Glaser and Martin Weber
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management) and University of Mannheim - Department of Banking and Finance

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34.

True Overconfidence: The Inability of Rational Information Processing to Account for Apparent Overconfidence

Organizational Behavior and Human Decision Processes, Vol. 116, No. 2, pp. 262-271
Number of pages: 43 Posted: 06 Apr 2009 Last Revised: 08 Feb 2012
Christoph Merkle and Martin Weber
Aarhus University and University of Mannheim - Department of Banking and Finance
Downloads 552 (87,274)
Citation 8

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Overconfidence, Better-than-average effect, Overplacement, Bayesian updating, Belief distribution

35.

What Determines How Top Managers Value Their Stock Options?

Number of pages: 34 Posted: 04 Jul 2008 Last Revised: 12 Sep 2010
Zacharias Sautner, Martin Weber and Markus Glaser
University of Zurich - Department of Banking and Finance, University of Mannheim - Department of Banking and Finance and Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management)
Downloads 519 (94,261)
Citation 4

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Executive Stock Options, Subjective Option Values, Optimism, Overconfidence, Miscalibration

36.

The Trading Volume Impact of Local Bias: Evidence from a Natural Experiment

Review of Finance, 16, 867-901.
Number of pages: 49 Posted: 27 Dec 2009 Last Revised: 11 Jun 2013
Heiko Jacobs and Martin Weber
University of Duisburg-Essen, Campus Essen and University of Mannheim - Department of Banking and Finance
Downloads 514 (95,325)
Citation 2

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Local bias, trading activity, investor recognition, investor distraction, holiday effect, natural experiment

Time Inconsistent Preferences and the Annuitization Decision

Journal of Economic Behavior and Organization, Vol. 129, 2016
Number of pages: 67 Posted: 15 Feb 2013 Last Revised: 10 Sep 2016
Philipp Schreiber and Martin Weber
University of Esslingen and University of Mannheim - Department of Banking and Finance
Downloads 484 (101,544)
Citation 6

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Annuity Puzzle, annuities, Longevity Risk, insurance, Behavioral Finance, Household Finance, Survey Study

Time Inconsistent Preferences and the Annuitization Decision

CEPR Discussion Paper No. DP10383
Number of pages: 62 Posted: 02 Feb 2015
Philipp Schreiber and Martin Weber
University of Esslingen and University of Mannheim - Department of Banking and Finance
Downloads 2 (1,086,566)
Citation 5
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annuities, annuity puzzle, behavioral finance, insurance, longevity risk, survey study

38.

Inconsistent Retirement Timing

Journal of Human Resources; published ahead of print January 13, 2022, doi:10.3368/jhr.0920-11215R2
Number of pages: 63 Posted: 11 May 2016 Last Revised: 20 Jan 2022
Aarhus University, University of Esslingen and University of Mannheim - Department of Banking and Finance
Downloads 472 (105,687)
Citation 3

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Retirement Timing, Time Preferences, Hyperbolic Discounting, Social Security

How to Alleviate Correlation Neglect in Investment Decisions

Management Science, Forthcoming
Number of pages: 49 Posted: 14 Dec 2017 Last Revised: 01 Apr 2022
SAFE and Goethe University, Aalto University and University of Mannheim - Department of Banking and Finance
Downloads 470 (105,413)
Citation 2

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Investment Decisions, Diversification, Correlation Neglect, Risk Taking, FinTech.

How to Alleviate Correlation Neglect

CEPR Discussion Paper No. DP13737
Number of pages: 99 Posted: 22 May 2019
SAFE and Goethe University, Aalto University and University of Mannheim - Department of Banking and Finance
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Correlation Neglect, Diversification, Fintech, Investment Decisions, Risk Taking

40.

How Do Managers Behave in Stock Option Plans? Clinical Evidence from Exercise and Survey Data

Journal of Financial Research, 32, 2009, 123-155
Number of pages: 40 Posted: 13 Mar 2006 Last Revised: 04 Feb 2014
Martin Weber and Zacharias Sautner
University of Mannheim - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 444 (113,606)
Citation 2

Abstract:

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Employee Stock Options, Exercise Behavior, Stock Selling Behavior, Correlation of Economic

41.

Second-order Beliefs and the Individual Investor

Journal of Economic Behavior and Organization, 2014, Vol. 107(B), pp. 652-666.
Number of pages: 31 Posted: 17 Mar 2010 Last Revised: 17 Dec 2014
Daniel P. Egan, Christoph Merkle and Martin Weber
Betterment.com, Aarhus University and University of Mannheim - Department of Banking and Finance
Downloads 441 (114,497)
Citation 7

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Expectations, Naive Realism, Stock-Market, Second-Order-Beliefs, False Consensus E ffect, Bias Blind Spot, Beauty Contest

42.

How do Markets React to Fundamental Shocks? An Experimental Analysis on Underreaction and Momentum

Number of pages: 52 Posted: 20 Oct 2007
Frank Welfens and Martin Weber
University of Mannheim and University of Mannheim - Department of Banking and Finance
Downloads 425 (119,626)
Citation 2

Abstract:

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momentum, disposition effect, market experiment

43.

Overreaction in Stock Forecasts and Prices

Number of pages: 43 Posted: 02 Aug 2009
Alen Nosic and Martin Weber
affiliation not provided to SSRN and University of Mannheim - Department of Banking and Finance
Downloads 408 (125,383)

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overreaction, underreaction, market experiment, differences of opinion, trading volume

44.

Do Investors Put Their Money Where Their Mouth Is? Stock Market Expectations and Investing Behavior

Journal of Banking and Finance, Vol. 46, pp. 372-386.
Number of pages: 46 Posted: 18 Mar 2011 Last Revised: 21 Aug 2014
Christoph Merkle and Martin Weber
Aarhus University and University of Mannheim - Department of Banking and Finance
Downloads 391 (131,687)
Citation 17

Abstract:

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Expectations, Beliefs, Risk, Return, Trading Behavior, Portfolio Choice

45.

Losing Trust in Money Doctors

Number of pages: 38 Posted: 20 Dec 2015 Last Revised: 15 Feb 2017
Daniel Dorn and Martin Weber
Drexel University - Department of Finance and University of Mannheim - Department of Banking and Finance
Downloads 383 (134,804)
Citation 1

Abstract:

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household finance, diversfication, delegated investing, stock market participation, financial crisis

46.

Fooled by Randomness: Investor Perception of Fund Manager Skill

Review of Finance, 2017, Vol. 21, No. 2, pp. 605-635. This is the accepted version of doi: 10.1093/rof/rfw011
Number of pages: 48 Posted: 09 Sep 2014 Last Revised: 02 Apr 2018
University of Mannheim - Graduate School of Economic and Social SciencesUniversity of Mannheim - Finance Area, Aarhus University and University of Mannheim - Department of Banking and Finance
Downloads 374 (138,333)
Citation 6

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Mutual Fund Performance, Skill, Luck, Return Chasing, False Discovery

47.

The Follow-On Purchase and Repurchase Behavior of Individual Investors: An Experimental Investigation

Die Betriebswirtschaft, Vol. 71, pp. 139-154, 2011
Number of pages: 37 Posted: 20 Oct 2007 Last Revised: 21 May 2014
Martin Weber and Frank Welfens
University of Mannheim - Department of Banking and Finance and University of Mannheim
Downloads 357 (145,621)
Citation 1

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Repurchase, Counterfactual Thinking, Experiment

48.

When Risk and Return are Not Enough: The Role of Loss Aversion in Private Investors' Choice of Mutual Fund Fee Structures

Number of pages: 51 Posted: 18 Apr 2013 Last Revised: 14 Jul 2014
Christian Ehm, Sebastian Müller and Martin Weber
University of Mannheim - Department of Banking and Finance, Technische Universität München (TUM) - TUM School of Management and University of Mannheim - Department of Banking and Finance
Downloads 335 (155,935)
Citation 1

Abstract:

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Hedge funds, mutual funds, fees, performance fees, incentive fees, loss aversion

49.

Why Does Myopia Decrease the Willingness to Invest? Is it Myopic Loss Aversion or Myopic Loss Probability Aversion?

Theory and Decision, Vol. 72, pp, 35-50, 2012
Number of pages: 21 Posted: 11 Nov 2009 Last Revised: 28 Nov 2011
Stefan Zeisberger, Thomas Langer and Martin Weber
Radboud University, Institute for Management Research, University of Muenster - Finance Center and University of Mannheim - Department of Banking and Finance
Downloads 319 (164,325)
Citation 2

Abstract:

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myopic loss aversion, Prospect Theory, repeated investing, experimental economics

Funding Modes of German Banks: Structural Changes and its Implications

Journal of Financial Services Research, Vol. 38, pp. 69-93, 2010
Number of pages: 43 Posted: 13 Apr 2005 Last Revised: 31 Jan 2012
Lars Norden and Martin Weber
Getulio Vargas Foundation (FGV) - Brazilian School of Public and Business Administration (EBAPE) and University of Mannheim - Department of Banking and Finance
Downloads 301 (173,563)

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Universal banking, Deposit taking, Interbank markets, Disintermediation

Funding Modes of German Banks: Structural Changes and its Implications

CEPR Discussion Paper No. 5027
Number of pages: 45 Posted: 12 Sep 2005
Martin Weber and Lars Norden
University of Mannheim - Department of Banking and Finance and Getulio Vargas Foundation (FGV) - Brazilian School of Public and Business Administration (EBAPE)
Downloads 14 (975,886)
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Banks, deposit taking, disintermediation, panel analysis

51.

Investment Decisions and Time Horizon: Risk Perception and Risk Behavior in Repeated Gambles

Management Science, Vol. 51, pp. 1777-1790, 2005
Number of pages: 28 Posted: 17 Nov 2008 Last Revised: 31 Aug 2011
Alexander Klos, Elke U. Weber and Martin Weber
University of Mannheim - Department of Business Administration and Finance, especially Banking, Princeton University - Department of Psychology and University of Mannheim - Department of Banking and Finance
Downloads 313 (167,695)
Citation 6

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52.

Outcome Bias in Financial Decision Making

Number of pages: 77 Posted: 28 Sep 2018
Maximilian Germann and Martin Weber
European Central Bank and University of Mannheim - Department of Banking and Finance
Downloads 310 (169,408)
Citation 1

Abstract:

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Outcome Bias, Return Chasing, Decision Under Risk

Heterogeneity of Investors and Asset Pricing on a Risk-Value World

Number of pages: 52 Posted: 13 Jun 2002
Guenter Franke and Martin Weber
University of Konstanz - Department of Economics and University of Mannheim - Department of Banking and Finance
Downloads 279 (187,937)
Citation 2

Abstract:

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Decision Making Under Risk, Asset Pricing, Convexity of Pricing Kernel, Heterogeneity of Investors

Heterogeneity of Investors and Asset Pricing on a Risk-Value World

Number of pages: 59 Posted: 13 May 2003
Guenter Franke and Martin Weber
University of Konstanz - Department of Economics and University of Mannheim - Department of Banking and Finance
Downloads 22 (893,303)
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Heterogeneity of investors, asset pricing, decision-making under risk, convexity of pricing kernel

54.

Focusing on Volatility Information Instead of Portfolio Weights as an Aid to Investor Decisions

Number of pages: 39 Posted: 09 Oct 2014 Last Revised: 03 Sep 2020
University of Mannheim - Department of Banking and Finance, SAFE and Goethe University and University of Mannheim - Department of Banking and Finance
Downloads 297 (177,115)
Citation 1

Abstract:

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portfolio choice, risk-taking, volatility inadaptability, risk perception, 1/n heuristic

55.

Evaluating the Rating of Stiftung Warentest: How Good are Mutual Fund Ratings and Can They Be Improved?

European Financial Management, 20 (2014), 207-235
Number of pages: 43 Posted: 19 Mar 2011 Last Revised: 03 Mar 2015
Sebastian Müller and Martin Weber
Technische Universität München (TUM) - TUM School of Management and University of Mannheim - Department of Banking and Finance
Downloads 291 (180,951)
Citation 3

Abstract:

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mutual funds, performance evaluation, performance persistence, mutual fund ratings, active management

56.

Buying and Selling Behavior of Individual Investors in Option-Like Securities

DBW - Die Betriebswirtschaft, Vol. 72, pp. 409-426
Number of pages: 34 Posted: 03 Jun 2012 Last Revised: 26 May 2014
Philipp Schmitz and Martin Weber
University of Applied Sciences Aachen and University of Mannheim - Department of Banking and Finance
Downloads 288 (182,978)
Citation 14

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Individual Investors, Trading Behavior, Negative Feedback Trading, Disposition Effect, Bank-issued Warrants

57.

Closing a Mental Account: The Realization Effect for Gains and Losses

Experimental Economics, Vol. 24(1), pp. 303-329, 2021, DOI: 10.1007/s10683-020-09663-x (Accepted Version)
Number of pages: 63 Posted: 17 Jun 2018 Last Revised: 15 Mar 2021
Aarhus University, University of Mannheim and University of Mannheim - Department of Banking and Finance
Downloads 257 (205,214)
Citation 9

Abstract:

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Realization Effect, Mental Accounting, House Money Effect, Risk Taking

58.
Downloads 255 (206,868)

The Portfolio Composition Effect

Number of pages: 72 Posted: 18 Jun 2020 Last Revised: 27 Aug 2023
University of Mannheim, University of Mannheim - Department of Banking and Finance and Heidelberg University - Alfred Weber Institute for Economics
Downloads 185 (280,171)

Abstract:

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Portfolio composition, investment behavior, categorical thinking, mental accounting

The Portfolio Composition Effect

Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2022
Number of pages: 73 Posted: 28 Oct 2022 Last Revised: 07 Nov 2022
University of Mannheim, University of Mannheim - Department of Banking and Finance and Heidelberg University - Alfred Weber Institute for Economics
Downloads 70 (568,532)

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The Portfolio Composition Effect

CEPR Discussion Paper No. DP15012
Number of pages: 75 Posted: 28 Jul 2020 Last Revised: 14 Jul 2021
Jan Müller-Dethard and Martin Weber
University of Mannheim and University of Mannheim - Department of Banking and Finance
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When Saving is Not Enough - Wealth Decumulation in Retirement

Number of pages: 47 Posted: 28 Oct 2019 Last Revised: 13 Nov 2019
Pascal Kieren and Martin Weber
Heidelberg University - Alfred Weber Institute for Economics and University of Mannheim - Department of Banking and Finance
Downloads 121 (395,922)
Citation 1

Abstract:

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retirement planning, phased withdrawal accounts, annuity puzzle

When Saving Is Not Enough – The Wealth Decumulation Decision in Retirement

CFS Working Paper, No. 634, 2019
Number of pages: 42 Posted: 11 Nov 2019
Pascal Kieren and Martin Weber
Heidelberg University - Alfred Weber Institute for Economics and University of Mannheim - Department of Banking and Finance
Downloads 120 (398,378)

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retirement planning, phased withdrawal accounts, annuity puzzle

Risk-Taking and Asymmetric Learning in Boom and Bust Markets

forthcoming in Review of Finance
Number of pages: 53 Posted: 19 Jul 2019 Last Revised: 09 Nov 2022
Heidelberg University - Alfred Weber Institute for Economics, University of Mannheim and University of Mannheim - Department of Banking and Finance
Downloads 234 (224,088)
Citation 5

Abstract:

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risk-taking, belief formation, market cycles, return expectations

Why so Negative? Belief Formation and Risk Taking in Boom and Bust Markets

CEPR Discussion Paper No. DP14647
Number of pages: 52 Posted: 08 May 2020 Last Revised: 14 May 2021
Heidelberg University - Alfred Weber Institute for Economics, University of Mannheim and University of Mannheim - Department of Banking and Finance
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61.

Why Do Shareholders Tender? Shareholder Reactions to Tender Offers: Evidence from Germany

U of Mannheim Finance Working Paper No. 2006-02
Number of pages: 41 Posted: 27 Sep 2006
Silvia Elsland and Martin Weber
University of Mannheim and University of Mannheim - Department of Banking and Finance
Downloads 233 (225,884)

Abstract:

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Tender offers, tendering behavior

62.

Reinvesting Dividends

Number of pages: 90 Posted: 27 Jul 2022 Last Revised: 27 Nov 2023
University of Mannheim, University of Kiel - Institute for Quantitative Business and Economics Research (QBER) and University of Mannheim - Department of Banking and Finance
Downloads 229 (229,705)

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dividend reinvestment, brokerage cash, choice architecture, mental accounting, default effects, retail investors, household finance

Trust and Delegated Investing: A Money Doctors Experiment

Number of pages: 78 Posted: 14 Jun 2018 Last Revised: 03 Feb 2022
Maximilian Germann, Benjamin Loos and Martin Weber
European Central Bank, UNSW and University of Mannheim - Department of Banking and Finance
Downloads 220 (237,879)
Citation 2

Abstract:

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Trust, Money Doctor, Investment Decision, Risk Aversion, Financial Advice

Trust and Delegated Investing: A Money Doctors Experiment

CEPR Discussion Paper No. DP12984
Number of pages: 67 Posted: 18 Jun 2018 Last Revised: 25 Jun 2018
Maximilian Germann, Benjamin Loos and Martin Weber
European Central Bank, UNSW and University of Mannheim - Department of Banking and Finance
Downloads 1 (1,095,497)
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Investment Decision, Money Doctor, risk aversion, Trust

64.

The Frequency of Outperformance and Investment Decisions

Number of pages: 88 Posted: 14 Mar 2023
Michael Ungeheuer and Martin Weber
Aalto University and University of Mannheim - Department of Banking and Finance
Downloads 211 (248,012)

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Investment Decisions, Regret Theory, Salience Theory, Biased Beliefs, Risk Taking.

65.

The Impact of Direct Cash Payments on Whole Blood Supply

Number of pages: 46 Posted: 29 Feb 2016 Last Revised: 07 Jan 2018
University of Mannheim, Heidelberg University, University of Mannheim, Department of FinanceUniversity of Mannheim - Department of Finance and University of Mannheim - Department of Banking and Finance
Downloads 208 (251,262)
Citation 1

Abstract:

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Blood donations, altruism, monetary incentives

66.

Framing and Retirement Age: The Gap between Willingness-to-Accept and Willingness-to-Pay

Economic Policy, Vol. 32(92), pp. 757-809, 2017, DOI: org/10.1093/epolic/eix014, 64th Panel Meeting of Economic Policy, October 2016
Number of pages: 69 Posted: 09 Apr 2014 Last Revised: 29 Oct 2017
Aarhus University, University of Esslingen and University of Mannheim - Department of Banking and Finance
Downloads 190 (272,717)
Citation 4

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Retirement Decision, Willigness-to-pay, Willigness-to-accept, Social Security

67.

Sometimes Less Is More – The Influence of Information Aggregation on Investment Decisions

Journal of Economic Behavior and Organization, Forthcoming
Number of pages: 34 Posted: 12 Oct 2012 Last Revised: 14 Aug 2013
Christine Laudenbach and Martin Weber
SAFE and Goethe University and University of Mannheim - Department of Banking and Finance
Downloads 178 (288,829)

Abstract:

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risk taking, investment decision, information aggregation, framing

68.

Can Agents Add and Subtract When Forming Beliefs? Evidence from the Lab and Field

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 69 Posted: 03 Aug 2020 Last Revised: 22 Jun 2022
Heidelberg University - Alfred Weber Institute for Economics, University of Mannheim and University of Mannheim - Department of Banking and Finance
Downloads 161 (314,770)
Citation 2

Abstract:

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Belief Formation, Bayes' Theorem, Information Processing, Overreaction

69.

Risk attitude and capital market participation: is there a gender gap in Germany?

Number of pages: 52 Posted: 18 May 2021
University of St. Gallen, University of Münster, University of Cambridge - Department of Land Economy and University of Mannheim - Department of Banking and Finance
Downloads 154 (326,808)
Citation 4

Abstract:

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Capital market participation, gender, risk attitude, risky assets

70.

Preferences Over Constructed Sequences: Empirical Evidence from Music

Darden Business School Working Paper No. 2724193
Number of pages: 30 Posted: 30 Jan 2016 Last Revised: 25 Jan 2017
Manel Baucells, Daniel Smith and Martin Weber
University of Virginia - Darden School of Business, Independent and University of Mannheim - Department of Banking and Finance
Downloads 143 (347,008)
Citation 2

Abstract:

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Intertemporal choice, preferences over sequences, satiation, music concerts, music playlists

71.

False Consensus and the Role of Ambiguity in Predictions of Others' Risky Preferences

Number of pages: 44 Posted: 09 Aug 2008
Sina Borgsen and Martin Weber
University of Mannheim - Department of Business Administration and Finance, especially Banking and University of Mannheim - Department of Banking and Finance
Downloads 143 (347,008)
Citation 2

Abstract:

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Risk Attitude, Ambiguity, False Consensus Effect, Prediction Error

72.

Expectation Formation under Uninformative Signals

Number of pages: 62 Posted: 28 Nov 2021 Last Revised: 17 Oct 2023
Pascal Kieren and Martin Weber
Heidelberg University - Alfred Weber Institute for Economics and University of Mannheim - Department of Banking and Finance
Downloads 124 (387,172)
Citation 1

Abstract:

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Belief Formation, Information Processing, Uninformative Signals, Bayes' Theorem, Misattribution

73.

Failure to Delegate

Number of pages: 50 Posted: 15 Mar 2015
Daniel Dorn and Martin Weber
Drexel University - Department of Finance and University of Mannheim - Department of Banking and Finance
Downloads 113 (414,466)
Citation 1

Abstract:

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Individual investors, portfolio choice, delegated investing, equity portfolio diversification, financial crisis

74.

How Speculative Asset Characteristics Shape Retail Investors’ Selling Behavior

SAFE Working Paper No. 378
Number of pages: 51 Posted: 12 Jan 2023 Last Revised: 14 Apr 2023
Sabine Bernard, Martin Weber and Benjamin Loos
Leibniz Institute for Financial Research SAFE, University of Mannheim - Department of Banking and Finance and UNSW
Downloads 112 (417,143)

Abstract:

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Selling Behavior, Disposition Effect, Retail Investor, Speculation, Higher Moments of Return, Realization Utility

75.

Payout Policy and Owners’ Interests: Evidence from German Savings Banks

Kredit und Kapital, Vol. 43, pp 39-63, 2010 , ZEW - Centre for European Economic Reseach Working Paper No.05-59
Number of pages: 25 Posted: 24 Aug 2005 Last Revised: 11 Sep 2018
Volker Kleff and Martin Weber
affiliation not provided to SSRN and University of Mannheim - Department of Banking and Finance
Downloads 107 (431,132)

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Savings banks, Germany, payout policy

76.

Information Processing: The Role of Expertise within Peer Effects

Number of pages: 62 Posted: 19 May 2023 Last Revised: 30 Nov 2023
Lukas Mertes and Martin Weber
University of Mannheim - Finance Area and University of Mannheim - Department of Banking and Finance
Downloads 103 (442,989)

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Information Processing, Social Learning, Peer Effects

77.

Gender effects in intra-couple investment decision-making: risk attitude and risk and return expectations

Number of pages: 66 Posted: 29 Nov 2023
University of St. Gallen, University of Cambridge - Department of Land Economy and University of Mannheim - Department of Banking and Finance
Downloads 91 (480,849)

Abstract:

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Capital market participation, gender, risk attitude, risk and return expectations, risky assets, intra-household decision-making

78.

The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis

Number of pages: 45 Posted: 16 Dec 2004
Martin Weber and Lars Norden
University of Mannheim - Department of Banking and Finance and Getulio Vargas Foundation (FGV) - Brazilian School of Public and Business Administration (EBAPE)
Downloads 90 (484,093)
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Credit risk, credit spreads, credit derivatives, lead-lag relationship

79.

Informational Efficiency of Credit Default Swap and Stock Markets: The Impact of Credit Rating Announcements

Number of pages: 45 Posted: 19 Mar 2004
Lars Norden and Martin Weber
Getulio Vargas Foundation (FGV) - Brazilian School of Public and Business Administration (EBAPE) and University of Mannheim - Department of Banking and Finance
Downloads 82 (512,512)
Citation 22
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Credit ratings, credit default swaps, informational efficiency, event study

80.

Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty

Number of pages: 31 Posted: 21 Mar 2003
Grope de Recherche sur le Risque, l'Informatin et la Décision (GRID), affiliation not provided to SSRN and University of Mannheim - Department of Banking and Finance
Downloads 34 (766,114)
Citation 6
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Decision under uncertainty (ambiguity), choquet expected utility, cumulative prospect theory, decision weights, subjective probabilities, probability weighting

81.

The Role of Non-Financial Factors on Internal Credit Ratings

Number of pages: 36 Posted: 06 Aug 2002
Jens Grunert, Lars Norden and Martin Weber
University of Tuebingen - Department of Banking, Getulio Vargas Foundation (FGV) - Brazilian School of Public and Business Administration (EBAPE) and University of Mannheim - Department of Banking and Finance
Downloads 32 (781,326)
Citation 29
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Credit risk, credit ratings, debt default, probit analysis

82.

Does Binding of Feedback Influence Myopic Loss Aversion? An Experimental Analysis

Number of pages: 21 Posted: 02 Dec 2003
Martin Weber and Thomas Langer
University of Mannheim - Department of Banking and Finance and University of Muenster - Finance Center
Downloads 22 (865,440)
Citation 1
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Intertemporal decision-making, myopic loss aversion, feedback frequency, length of commitment, evaluation period

83.

Do Individuals Accept Fluctuations in Pension Income?

ZEW - Centre for European Economic Research Discussion Paper No. 23-019
Number of pages: 52 Posted: 25 May 2023
ZEW – Leibniz Centre for European Economic ResearchMax Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA), ZEW – Leibniz Centre for European Economic Research and University of Mannheim - Department of Banking and Finance
Downloads 18 (903,388)

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Retirement planning, phased withdrawal plans, annuities, framing

84.

Expected Skewness and Momentum

CEPR Discussion Paper No. DP11455
Number of pages: 43 Posted: 30 Aug 2016
Tobias Regele and Martin Weber
Allianz SE - Allianz Global Investors Europe and University of Mannheim - Department of Banking and Finance
Downloads 2 (1,043,581)
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behavioral finance, Market Efficiency, Momentum, return predictability, Skewness

85.

Overconfidence

BEHAVIORAL FINANCE: INVESTORS, CORPORATIONS, AND MARKETS, pp. 241-258, H. K. Baker and J. Nofsinger, eds., John Wiley & Sons, Inc., 2010
Posted: 28 May 2011
Markus Glaser and Martin Weber
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management) and University of Mannheim - Department of Banking and Finance

Abstract:

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miscalibration, better-than-average effect

86.

Does Commitment or Feedback Influence Myopic Loss Aversion? An Experimental Analysis

Journal of Economic Behavior and Organization, Vol. 67, pp. 810-819, 2008
Posted: 23 Aug 2008
Thomas Langer and Martin Weber
University of Muenster - Finance Center and University of Mannheim - Department of Banking and Finance

Abstract:

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Intertemporal decision making; Myopic loss aversion; Feedback frequency; Length of commitment; Evaluation period

87.

Hindsight Bias, Risk Perception and Investment Performance

Management Science, Vol. 55, No. 6, pp. 1018-1029, June 2009
Posted: 09 Aug 2008 Last Revised: 02 Jul 2009
Bruno Biais and Martin Weber
Centre for Economic Policy Research (CEPR) and University of Mannheim - Department of Banking and Finance

Abstract:

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88.

Behavioral Finance

HANDBOOK OF JUDGMENT AND DECISION MAKING, D.J. Koehler, N. Harvey, eds., pp. 527-546, Blackwell Publishers, 2004
Posted: 01 Dec 2005
Markus Glaser, Martin Weber and Markus Noeth
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management), University of Mannheim - Department of Banking and Finance and University of Hamburg

Abstract:

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Behavioral Finance, Overconfidence, Investor Behavior

89.

A Behavioral Model for Asset Allocation

Financial Markets and Portfolio Management, Vol. 17, No. 1, pp. 15-42, 2003
Posted: 12 Sep 2005
Martin Weber
University of Mannheim - Department of Banking and Finance

Abstract:

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90.

Framing Effects on Selected Information and Market Behavior - an Experimental Analysis

The Journal of Behavioral Finance, Vol. 6, No. 2, pp. 90-100, 2005
Posted: 18 Mar 2002 Last Revised: 06 Feb 2013
Erich Kirchler, Martin Weber and Boris Maciejovsky
University of Vienna - Faculty of Psychology, University of Mannheim - Department of Banking and Finance and Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Economics

Abstract:

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Financial markets, Prospect theory, Anchoring and adjustment, Experimental economics, Disposition effect

91.

The Impact of Endowment Framing on Market Prices --- an Experimental Analysis

Posted: 28 May 2001
University of Kiel, University of Kiel and University of Mannheim - Department of Banking and Finance

Abstract:

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Experimental Markets; Endowment Effect; Framing Effect