Mark Schneider

University of Alabama - Department of Economics, Finance and Legal Studies

361 Stadium Dr, Ste 200

Tuscaloosa, AL 35487

United States

SCHOLARLY PAPERS

6

DOWNLOADS

293

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Market Sentiment and the Sharpe Ratio: A Prospect Theory Approach

Number of pages: 36 Posted: 16 Mar 2020 Last Revised: 13 Jul 2020
Soroush Ghazi and Mark Schneider
University of Alabama - Department of Economics, Finance and Legal Studies and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 124 (309,642)

Abstract:

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Prospect Theory; EU-Hurwicz Preferences; Sharpe Ratio; Equity Premium; Sentiment Indexes

2.

Asset Pricing under Knightian Uncertainty: A Case for Optimism

Number of pages: 49 Posted: 22 Dec 2021 Last Revised: 03 Jul 2022
Soroush Ghazi and Mark Schneider
University of Alabama - Department of Economics, Finance and Legal Studies and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 64 (467,690)

Abstract:

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Optimism, Uncertainty, Ambiguity, Skewness, NEO-EU CAPM, Stock Market Anomalies

3.

Skewness Preference, Range-based Expectations, and Stock Market Momentum

Number of pages: 19 Posted: 28 Mar 2022
Soroush Ghazi and Mark Schneider
University of Alabama - Department of Economics, Finance and Legal Studies and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 51 (515,319)

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skewness preference, momentum, ranged-based expectation, efficient market hypothesis

4.

Preference for Scarcity

Number of pages: 23 Posted: 24 Mar 2022
Soroush Ghazi and Mark Schneider
University of Alabama - Department of Economics, Finance and Legal Studies and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 34 (599,582)

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Preference for Scarcity, Constant Elasticity, Baseball Cards, Auctions

5.

Reference Dependent Prices in Bargaining: An Experimental Examination of Precise First Offers

Journal of Economic Psychology, Vol. 86, 2021
Number of pages: 50 Posted: 18 Feb 2021 Last Revised: 16 Sep 2021
Erik O. Kimbrough, David Porter and Mark Schneider
Chapman University - The George L. Argyros School of Business & Economics, Chapman University - The George L. Argyros School of Business & Economics and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 12 (761,443)

Abstract:

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bargaining, precise first offers, reference points

6.

Motives for Cooperation in the One-Shot Prisoner’s Dilemma

Journal of Behavioral Finance, forthcoming
Number of pages: 35 Posted: 18 May 2022
Mark Schneider and Timothy W. Shields
University of Alabama - Department of Economics, Finance and Legal Studies and Chapman University - The George L. Argyros School of Business & Economics
Downloads 8 (798,891)

Abstract:

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Cooperation; Prisoner’s Dilemma; Inequity aversion; Social surplus; Social preference