Narat Charupat

McMaster University - DeGroote School of Business

1280 Main Street West

Hamilton, Ontario L8S 4M4

Canada

SCHOLARLY PAPERS

8

DOWNLOADS
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Top 17,498

in Total Papers Downloads

2,191

CITATIONS
Rank 15,844

SSRN RANKINGS

Top 15,844

in Total Papers Citations

22

Scholarly Papers (8)

1.

Bubbles in Experimental Asset Markets: Irrational Exuberance No More

Federal Reserve Bank of Atlanta Working Paper 2002-24
Number of pages: 40 Posted: 13 Oct 2001
Kennesaw State University - Michael J. Coles College of Business, McMaster University - DeGroote School of Business, Georgia Institute of Technology - Accounting Area and McMaster University - Michael G. DeGroote School of Business
Downloads 730 (24,794)
Citation 7

Abstract:

bubbles, asset markets, laboratory experiments, rational expectations

2.

The Annuity Duration Puzzle

Number of pages: 52 Posted: 15 Mar 2012
Narat Charupat, Mark J. Kamstra and Moshe A. Milevsky
McMaster University - DeGroote School of Business, York University - Schulich School of Business and York University - Schulich School of Business
Downloads 438 (40,471)
Citation 1

Abstract:

Retirement, Pensions, Lifecycle, Portfolio Choice, Insurance, Mortality

3.

An Experimental Examination of the House Money Effect in a Multi-Period Setting

FRB of Atlanta Working Paper No. 2003-13
Number of pages: 23 Posted: 12 Nov 2003
Kennesaw State University - Michael J. Coles College of Business, McMaster University - DeGroote School of Business, Georgia Institute of Technology - Accounting Area and McMaster University - Michael G. DeGroote School of Business
Downloads 320 (70,613)
Citation 10

Abstract:

house money, prospect theory

4.

An Essay on Financial Innovations: The Case of Instalment Receipts

Number of pages: 36 Posted: 23 Mar 2002
Narat Charupat and Eliezer Z. Prisman
McMaster University - DeGroote School of Business and York University - Schulich School of Business
Downloads 207 (118,466)
Citation 1

Abstract:

instalment receipts, financial innovations, secondary offerings, borrowing restrictions

5.

The Origins of Bubbles in Laboratory Asset Markets

FRB of Atlanta Working Paper No. 2006-6
Number of pages: 45 Posted: 19 May 2006
Kennesaw State University - Michael J. Coles College of Business, McMaster University - DeGroote School of Business, McMaster University - Michael G. DeGroote School of Business and University of Cincinnati
Downloads 197 (118,466)
Citation 3

Abstract:

bubbles, asset markets, judgment error

6.

The Effect of Derivative Trading on the Underlying Markets: Evidence from Canadian Instalment Receipts Trading

Number of pages: 28 Posted: 29 Jan 2004
Narat Charupat
McMaster University - DeGroote School of Business
Downloads 110 (200,397)

Abstract:

7.

The Sluggish and Asymmetric Reaction of Life Annuity Prices to Changes in Interest Rates

Journal of Risk and Insurance, Vol. 83, Issue 3, pp. 519-555, 2016
Number of pages: 37 Posted: 09 Aug 2016
Narat Charupat, Mark J. Kamstra and Moshe A. Milevsky
McMaster University - DeGroote School of Business, York University - Schulich School of Business and York University - Schulich School of Business
Downloads 0 (553,143)

Abstract:

8.

A New Method to Measure the Performance of Leveraged Exchange‐Traded Funds

Financial Review, Vol. 49, Issue 4, pp. 735-763, 2014
Number of pages: 29 Posted: 20 Oct 2014
Narat Charupat and Peter Miu
McMaster University - DeGroote School of Business and McMaster University - DeGroote School of Business
Downloads 0 (539,855)

Abstract:

exchange‐traded funds, leverage, tracking errors, regression analysis, bull funds, bear funds