University of Mannheim - Department of Banking and Finance
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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, 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
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP3941.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
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
portfolio theory, household finance, asset allocation, international diversification, heuristics
Momentum, skewness, market efficiency, return predictability, behavioral finance
File name: DP10601.
behavioral finance, market efficiency, momentum, return predictability, skewness
Better-than-Average, Financial Literacy, Investor Sophistication, Miscalibration, Mutual Fund Customers, Mutual Funds
overconfidence, miscalibration, judgment biases, individual differences, reliability, expert judgment, interval estimates
Optimism, corporate investment, investment-cash flow sensitivity, behavioral corporate finance
Sentiment, Bank-issued Warrants, Covered Warrants, Individual Investors, Investor Behavior, VAR models, Return Predictability, Stock Index Returns
Return Estimation, Portfolio Return, Perceived Returns, Self-Assessment, Better Than Average Effect, Overconfidence, Financial Education, Financial Literacy, Learning, Experience
Return estimation, Portfolio return, Perceived returns, Self-assessment, Better than average effect, Overconfidence, Financial education, Financial literacy, Learning, Experience
Overconfidence, Optimism, Risk Attitude, Risk Perception, Risk Taking, Domain Specificity
File name: DP3353.
Asset pricing, momentum strategies, return predictability, turnover
Asset Pricing, Momentum, Momentum Strategies, Return Predictability, Turnover, Trading Volume
auditor independence, accountability pressure, client retention incentives, oversight board, behavioural experiment
auditor independence, accountability pressure, client retention incentives, oversight board, behavioral experiment
Credit risk, Bank loans, Recovery rate
Volatility forecast, confidence interval, individual investor, overconfidence
Credit risk, Credit ratings, Debt default, Probit analysis
Return forecast, volatility forecast, confidence interval, individual investor, overconfidence, expertise, financial education, financial literacy, framing effect, investor surveys
Stock Option Programs, Program Design, Corporate Governance, Empirical Evidence
Risk Taking, Risk Return Model, Risk Attitude, Risk Expectation, Return Expectation
Banks, Relationship lending, Checking accounts, Lines of credit, Credit ratings, Bankruptcy
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
Risk Taking, Risk Attitude, Risk Perception, Presentation Format, Decision Comprehension, Experience-Description Gap
Dividend Policy, Dividend Increases, Market Movements
Bank lending, Credit risk, Loan losses, Bank profitability, Bank solvency
trend recognition, forecasting, conservatism, overconfidence, professionals, financial modeling
File name: DP3904.
Trend recognition, forecasting, conservatism, overconfidence, professionals, financial modelling
Household Finance, Mortgage Choice, Fixed Rate Mortgage, Adjustable Rate Mortgage
Behavioral finance, return predictability, limited attention, attention allocation, anomalies
Return Expectations, Volatility Forecasts, Overconfidence, Differences of Opinion, Confidence Intervals, Forecasting, Individual Investors, September 11
Pairs trading, relative-value arbitrage, return predictability, international stock markets, limited attention, limits to arbitrage
Overreaction, Underreaction, Overconfidence, Miscalibration, Portfolio Performance, Portfolio Risk, Risk Taking, Sharpe Ratio
portfolio choice, portfolio selection, risk-taking, volatility, volatility inadaptability
Executive Stock Options, Subjective Option Values, Optimism, Overconfidence, Miscalibration
Local bias, trading activity, investor recognition, investor distraction, holiday effect, natural experiment
Decision analysis: Risk, Decision analysis: Sequential
Annuity Puzzle, annuities, Longevity Risk, insurance, Behavioral Finance, Household Finance, Survey Study
File name: DP10383.
annuities, annuity puzzle, behavioral finance, insurance, longevity risk, survey study
Overconfidence, Better-than-average effect, Overplacement, Bayesian updating, Belief distribution
Employee Stock Options, Exercise Behavior, Stock Selling Behavior, Correlation of Economic
overreaction, underreaction, market experiment, differences of opinion, trading volume
momentum, disposition effect, market experiment
myopic loss aversion, Prospect Theory, repeated investing, experimental economics
Universal banking, Deposit taking, Interbank markets, Disintermediation
File name: SSRN-id772907.
Banks, deposit taking, disintermediation, panel analysis
Expectations, Beliefs, Risk, Return, Trading Behavior, Portfolio Choice
Decision Making Under Risk, Asset Pricing, Convexity of Pricing Kernel, Heterogeneity of Investors
File name: DP3832.
Heterogeneity of investors, asset pricing, decision-making under risk, convexity of pricing kernel
Expectations, Naive Realism, Stock-Market, Second-Order-Beliefs, False Consensus Effect, Bias Blind Spot, Beauty Contest
Biased Beliefs, Dependence, Investment Decisions, Correlation Neglect, Diversification, Asset Pricing
File name: DP11188.
Biased Beliefs, Correlation Neglect, Dependence, Diversification, Investment Decisions, Risk Taking
File name: DP11585.
Asset Pricing, Biased Beliefs, Correlation Neglect, Dependence, Diversification, Investment Decisions
Hedge funds, mutual funds, fees, performance fees, incentive fees, loss aversion
Repurchase, Counterfactual Thinking, Experiment
mutual funds, performance evaluation, performance persistence, mutual fund ratings, active management
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: EUFM.
Tender offers, tendering behavior
Behavioral finance, home bias, portfolio decisions, risk perception, volatility forecasts
File name: risk.
Individual Investors, Trading Behavior, Negative Feedback Trading, Disposition Effect, Bank-issued Warrants
portfolio choice, risk-taking, volatility inadaptability, risk perception, 1/n heuristic
risk taking, investment decision, information aggregation, framing
Mutual Fund Performance, Skill, Luck, Return Chasing, False Discovery
File name: SSRN-id635981.
Credit risk, credit spreads, credit derivatives, lead-lag relationship
Risk Attitude, Ambiguity, False Consensus Effect, Prediction Error
File name: SSRN-id511102.
Credit ratings, credit default swaps, informational efficiency, event study
Savings banks, Germany, payout policy
Retirement Decision, Willigness-to-pay, Willigness-to-accept, Social Security
File name: DP3756.
Decision under uncertainty (ambiguity), choquet expected utility, cumulative prospect theory, decision weights, subjective probabilities, probability weighting
Individual investors, portfolio choice, delegated investing, equity portfolio diversification, financial crisis
File name: DP3415.
Credit risk, credit ratings, debt default, probit analysis
File name: SSRN-id475081.
Intertemporal decision-making, myopic loss aversion, feedback frequency, length of commitment, evaluation period
File name: ECOJ766.
File name: eufm.
File name: DP11455.
behavioral finance, Market Efficiency, Momentum, return predictability, Skewness
Retirement Timing, Time Preferences, Hyperbolic Discounting, Social Security
expected returns, information presentation, question format, judgmental forecasting, professional forecasters
Blood donations, altruism, monetary incentives
Intertemporal choice, preferences over sequences, satiation, music concerts, music playlists
household finance, diversfication, delegated investing, stock market participation, financial crisis
miscalibration, better-than-average effect
Intertemporal decision making; Myopic loss aversion; Feedback frequency; Length of commitment; Evaluation period
Behavioral Finance, Overconfidence, Investor Behavior
Financial markets, Prospect theory, Anchoring and adjustment, Experimental economics, Disposition effect
Experimental Markets; Endowment Effect; Framing Effect
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