Coventry CV4 7AL
United Kingdom
Warwick Business School
mutual funds, asset pricing, bias, learning, expected returns, behavioural finance, revealed expectations, first impressions, disagreement, primacy, recency, mutual fund managers, trading volume, volatility
Housing Market, Property Tax, Consumer Economics, Public Finance, Behavioral Finance
price manipulation, dynamic arbitrage, market impact, initial margin, collateral, haircuts, VaR, constraints, risk-control, volatility-managed, forced liquidation, procyclicality, volatility targeting, low risk, endogenous risk, endogenous manipulability, mechanical rebalancing, capacity test, structured products, indexed annuities, stress test, financial stability, predatory trading, systematic risk
Investor Behaviour, Biased Beliefs, Financial Intermediation, Portfolio Choice, Institutional Herding, Leveraged Loans, CLOs, Market Dynamics
Information design, Information frictions, Information aggregation, Price formation, Disclosure policy, Learning from prices, Illiquid markets, Housing markets, Asking prices
