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Nicholas Barberis

Yale School of Management

Professor of Finance

135 Prospect Street

P.O. Box 208200

New Haven, CT 06520-8200

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • Yale School of Management

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    • Tel: 203-436-0777
SCHOLARLY PAPERS

23

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Rank 339

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Top 339

in Total Papers Downloads

40,491

CITATIONS
Rank 112

SSRN RANKINGS

Top 112

in Total Papers Citations

2,480

Scholarly Papers (23)

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1.

A Survey of Behavioral Finance

Downloads 22,246 ( 70)
Citation 332

A Survey of Behavioral Finance

Number of pages: 77 Posted: 04 Oct 2002
Nicholas Barberis and Richard H. Thaler
Yale School of Management and University of Chicago - Booth School of Business
Downloads 21,365 (72)
Citation 332

Abstract:

behavioral finance, market efficiency, limits to arbitrage, psychology, investor behavior

A Survey of Behavioral Finance

NBER Working Paper No. w9222
Number of pages: 78 Posted: 19 Sep 2002
Nicholas Barberis and Richard H. Thaler
Yale School of Management and University of Chicago - Booth School of Business
Downloads 881 (20,352)
Citation 332

Abstract:

2.

Prospect Theory and Asset Prices

Downloads 3,199 ( 2,436)
Citation 280

Prospect Theory and Asset Prices

Center for Research in Security Prices (CRSP) Working Paper No. 494
Number of pages: 50 Posted: 22 Jul 1999
Nicholas Barberis, Ming Huang and Tano Santos
Yale School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and Columbia Business School
Downloads 3,098 (2,518)
Citation 280

Abstract:

Prospect Theory and Asset Prices

NBER Working Paper No. w7220
Number of pages: 50 Posted: 30 Apr 2000
Nicholas Barberis, Ming Huang and Tano Santos
Yale School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and Columbia Business School
Downloads 101 (221,381)
Citation 280

Abstract:

3.

Style Investing

Downloads 2,574 ( 3,593)
Citation 200

Style Investing

AFA 2002 Atlanta Meetings; Harvard Institute of Economic Research Paper No. 1908
Number of pages: 43 Posted: 23 Jan 2001
Nicholas Barberis and Andrei Shleifer
Yale School of Management and Harvard University - Department of Economics
Downloads 2,478 (3,732)
Citation 200

Abstract:

Style Investing

NBER Working Paper No. w8039
Number of pages: 42 Posted: 11 Dec 2000
Nicholas Barberis and Andrei Shleifer
Yale School of Management and Harvard University - Department of Economics
Downloads 96 (229,283)
Citation 200

Abstract:

4.

Comovement

Downloads 1,915 ( 5,935)
Citation 147

Comovement

Harvard Institute of Economic Research Paper No. 1953
Number of pages: 45 Posted: 06 Apr 2002
Nicholas Barberis, Andrei Shleifer and Jeffrey Wurgler
Yale School of Management, Harvard University - Department of Economics and NYU Stern School of Business
Downloads 1,557 (8,324)
Citation 147

Abstract:

Comovement

NYU Working Paper No. S-DRP-03-18
Number of pages: 45 Posted: 05 Nov 2008
Nicholas Barberis, Andrei Shleifer and Jeffrey Wurgler
Yale School of Management, Harvard University - Department of Economics and NYU Stern School of Business
Downloads 151 (161,830)
Citation 145

Abstract:

Comovement

NYU Working Paper No. FIN-01-064
Number of pages: 38 Posted: 03 Nov 2008
Nicholas Barberis, Andrei Shleifer and Je rey Wurgler
Yale School of Management, Harvard University - Department of Economics and affiliation not provided to SSRN
Downloads 89 (241,121)
Citation 145

Abstract:

Comovement

NYU Working Paper No. S-DRP-01-19
Number of pages: 38 Posted: 07 Nov 2008
Nicholas Barberis, Andrei Shleifer and Jeffrey Wurgler
Yale School of Management, Harvard University - Department of Economics and NYU Stern School of Business
Downloads 74 (270,449)
Citation 145

Abstract:

Comovement

NBER Working Paper No. w8895
Number of pages: 43 Posted: 11 Apr 2002
Nicholas Barberis, Andrei Shleifer and Jeffrey Wurgler
Yale School of Management, Harvard University - Department of Economics and NYU Stern School of Business
Downloads 44 (351,330)
Citation 147

Abstract:

5.

Psychology and the Financial Crisis of 2007-2008

Number of pages: 16 Posted: 18 Jan 2011 Last Revised: 03 Sep 2011
Nicholas Barberis
Yale School of Management
Downloads 1,494 (4,565)
Citation 8

Abstract:

financial crisis, psychology, extrapolation, belief manipulation

6.

Investing for the Long Run when Returns are Predictable

Downloads 971 ( 17,877)
Citation 278

Investing for the Long Run when Returns are Predictable

Number of pages: 49 Posted: 04 Jan 2000
Nicholas Barberis
Yale School of Management
Downloads 971 (17,551)
Citation 278

Abstract:

Investing for the Long Run when Returns are Predictable

Journal of Finance, Vol. 55, No. 1, February 2000
Posted: 04 Jan 2000
Nicholas Barberis
Yale School of Management

Abstract:

7.

Stocks as Lotteries: the Implications of Probability Weighting for Security Prices

Downloads 817 ( 23,097)
Citation 139

Stocks as Lotteries: the Implications of Probability Weighting for Security Prices

AFA 2005 Philadelphia Meetings Paper
Number of pages: 49 Posted: 16 Jan 2005
Nicholas Barberis and Ming Huang
Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 762 (25,118)
Citation 139

Abstract:

prospect theory, asset pricing, skewness, under-diversification

Stocks as Lotteries: The Implications of Probability Weighting for Security Prices

NBER Working Paper No. w12936
Number of pages: 50 Posted: 24 Feb 2007
Nicholas Barberis and Ming Huang
Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 55 (317,155)
Citation 139

Abstract:

8.

Individual Preferences, Monetary Gambles and the Equity Premium

Downloads 779 ( 24,725)
Citation 18

Individual Preferences, Monetary Gambles and the Equity Premium

AFA 2004 San Diego Meetings
Number of pages: 49 Posted: 14 Oct 2003
Nicholas Barberis, Ming Huang and Richard H. Thaler
Yale School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Chicago - Booth School of Business
Downloads 712 (27,630)
Citation 18

Abstract:

risk aversion, framing, loss aversion, stock market participation, equity premium

Individual Preferences, Monetary Gambles and the Equity Premium

NBER Working Paper No. w9997
Number of pages: 50 Posted: 28 Sep 2003
Nicholas Barberis, Ming Huang and Richard H. Thaler
Yale School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Chicago - Booth School of Business
Downloads 67 (286,270)
Citation 18

Abstract:

9.

What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation

Downloads 776 ( 24,855)
Citation 58

What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation

Number of pages: 47 Posted: 13 Mar 2006
Nicholas Barberis and Wei Xiong
Yale School of Management and Princeton University - Department of Economics
Downloads 518 (42,390)
Citation 58

Abstract:

disposition effect, prospect theory

What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation

NBER Working Paper No. w12397
Number of pages: 48 Posted: 03 Aug 2006
Nicholas Barberis and Wei Xiong
Yale School of Management and Princeton University - Department of Economics
Downloads 258 (96,807)
Citation 58

Abstract:

10.

A Model of Casino Gambling

Downloads 748 ( 26,159)
Citation 11

A Model of Casino Gambling

Number of pages: 48 Posted: 07 May 2009 Last Revised: 22 Jun 2009
Nicholas Barberis
Yale School of Management
Downloads 701 (28,258)
Citation 11

Abstract:

gambling, prospect theory, time inconsistency, probability weighting

A Model of Casino Gambling

NBER Working Paper No. w14947
Number of pages: 45 Posted: 13 May 2009
Nicholas Barberis
Yale School of Management
Downloads 47 (341,536)
Citation 11

Abstract:

11.

Using Neural Data to Test A Theory of Investor Behavior: An Application to Realization Utility

Downloads 579 ( 37,153)

Using Neural Data to Test A Theory of Investor Behavior: An Application to Realization Utility

Journal of Finance, Forthcoming
Number of pages: 70 Posted: 23 Jul 2011 Last Revised: 22 May 2013
Cary Frydman, Nicholas Barberis, Colin Camerer, Peter Bossaerts and Antonio Rangel
University of Southern California - Marshall School of Business, Yale School of Management, California Institute of Technology - Division of the Humanities and Social Sciences, Brain, Mind and Markets Laboratory and California Institute of Technology
Downloads 546 (39,580)

Abstract:

neuroeconomics, trading, disposition effect, realization utility

Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility

NBER Working Paper No. w18562
Number of pages: 61 Posted: 22 Nov 2012
Cary Frydman, Nicholas Barberis, Colin Camerer, Peter Bossaerts and Antonio Rangel
University of Southern California - Marshall School of Business, Yale School of Management, California Institute of Technology - Division of the Humanities and Social Sciences, Brain, Mind and Markets Laboratory and California Institute of Technology
Downloads 33 (392,407)

Abstract:

12.

Thirty Years of Prospect Theory in Economics: A Review and Assessment

Downloads 577 ( 37,330)
Citation 6

Thirty Years of Prospect Theory in Economics: A Review and Assessment

Number of pages: 34 Posted: 18 Nov 2012
Nicholas Barberis
Yale School of Management
Downloads 558 (38,479)
Citation 6

Abstract:

prospect theory, loss aversion, probability weighting

Thirty Years of Prospect Theory in Economics: A Review and Assessment

NBER Working Paper No. w18621
Number of pages: 35 Posted: 15 Dec 2012
Nicholas Barberis
Yale School of Management
Downloads 19 (465,023)
Citation 6

Abstract:

13.

Individual Preferences, Monetary Gambles, and Stock Market Participation: A Case for Narrow Framing

American Economic Review, Vol. 96, No. 4, September 2006
Number of pages: 33 Posted: 10 Jul 2006
Nicholas Barberis, Ming Huang and Richard H. Thaler
Yale School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Chicago - Booth School of Business
Downloads 569 (35,749)
Citation 44

Abstract:

risk aversion, framing, loss aversion, stock market participation

14.

A Model of Investor Sentiment

Downloads 391 ( 60,793)

A Model of Investor Sentiment

NBER Working Paper No. w5926
Number of pages: 44 Posted: 08 Jul 2000
Nicholas Barberis, Andrei Shleifer and Robert W. Vishny
Yale School of Management, Harvard University - Department of Economics and University of Chicago - Booth School of Business
Downloads 391 (60,193)
Citation 668

Abstract:

A Model of Investor Sentiment

Posted: 19 Feb 1997
Nicholas Barberis, Andrei Shleifer and Robert W. Vishny
Yale School of Management, Harvard University - Department of Economics and University of Chicago - Booth School of Business

Abstract:

15.

The Loss Aversion/Narrow Framing Approach to the Equity Premium Puzzle

Downloads 364 ( 66,134)
Citation 13

The Loss Aversion/Narrow Framing Approach to the Equity Premium Puzzle

Number of pages: 36 Posted: 10 Jul 2006
Nicholas Barberis and Ming Huang
Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 277 (89,698)
Citation 13

Abstract:

loss aversion, narrow framing, equity premium

The Loss Aversion / Narrow Framing Approach to the Equity Premium Puzzle

NBER Working Paper No. w12378
Number of pages: 37 Posted: 26 Jul 2006
Nicholas Barberis and Ming Huang
Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 87 (244,674)
Citation 13

Abstract:

16.

Prospect Theory and Stock Returns: An Empirical Test

Review of Financial Studies, Forthcoming , AFA 2014 Philadelphia Meetings Paper
Number of pages: 56 Posted: 20 Nov 2014 Last Revised: 05 Oct 2016
Nicholas Barberis, Abhiroop Mukherjee and Baolian Wang
Yale School of Management, Hong Kong University of Science & Technology (HKUST) - Department of Finance and Gabelli School of Business - Fordham University
Downloads 259 (19,263)

Abstract:

prospect theory, loss aversion, probability weighting

17.

The Psychology of Tail Events: Progress and Challenges

Number of pages: 12 Posted: 12 Mar 2013
Nicholas Barberis
Yale School of Management
Downloads 250 (91,252)
Citation 2

Abstract:

tail event, probability weighting, prospect theory

18.

Preferences with Frames: A New Utility Specification that Allows for the Framing of Risks

Number of pages: 39 Posted: 07 Jul 2007
Nicholas Barberis and Ming Huang
Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 192 (125,640)
Citation 21

Abstract:

behavioral finance, diversification, equity premium, utility functions

19.

Mental Accounting, Loss Aversion, and Individual Stock Returns

Downloads 145 (167,238)

Mental Accounting, Loss Aversion, and Individual Stock Returns

NBER Working Paper No. w8190
Number of pages: 57 Posted: 24 Mar 2001
Nicholas Barberis and Ming Huang
Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 145 (167,560)
Citation 131

Abstract:

Mental Accounting, Loss Aversion, and Individual Stock Returns

Journal of Finance
Posted: 23 May 2001
Nicholas Barberis and Ming Huang
Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management

Abstract:

20.

Realization Utility

NBER Working Paper No. w14440
Number of pages: 48 Posted: 27 Oct 2008
Nicholas Barberis and Wei Xiong
Yale School of Management and Princeton University - Department of Economics
Downloads 80 (255,711)
Citation 16

Abstract:

21.

How Does Privatization Work? Evidence from the Russian Shops

Downloads 38 (364,905)

How Does Privatization Work? Evidence from the Russian Shops

NBER Working Paper No. w5136
Number of pages: 38 Posted: 25 May 2006
Nicholas Barberis, Maxim Boycko, Andrei Shleifer and Natalia Tsukanova
Yale School of Management, Russian Privatization Center, Harvard University - Department of Economics and The Boston Consulting Group
Downloads 38 (372,580)
Citation 106

Abstract:

How Does Privatization Work? Evidence from the Russian Shops

Posted: 28 Feb 1995
Nicholas Barberis, Maxim Boycko, Andrei Shleifer and Natalia Tsukanova
Yale School of Management, Russian Privatization Center, Harvard University - Department of Economics and The Boston Consulting Group

Abstract:

How Does Privatization Work? Evidence from the Russian Shops

J. OF POLITICAL ECONOMY Vol. 104 No. 4, August 1996
Posted: 15 Jul 1996
Nicholas Barberis, Maxim Boycko, Andrei Shleifer and Natalia Tsukanova
Yale School of Management, Russian Privatization Center, Harvard University - Department of Economics and The Boston Consulting Group

Abstract:

22.

X-Capm: An Extrapolative Capital Asset Pricing Model

NBER Working Paper No. w19189
Number of pages: 62 Posted: 29 Jun 2013
Nicholas Barberis, Robin M. Greenwood, Lawrence J. Jin and Andrei Shleifer
Yale School of Management, Harvard Business School - Finance Unit, California Institute of Technology and Harvard University - Department of Economics
Downloads 12 (387,268)
Citation 2

Abstract:

23.

Extrapolation and Bubbles

NBER Working Paper No. w21944
Number of pages: 53 Posted: 01 Feb 2016
Nicholas Barberis, Robin M. Greenwood, Lawrence J. Jin and Andrei Shleifer
Yale School of Management, Harvard Business School - Finance Unit, California Institute of Technology and Harvard University - Department of Economics
Downloads 0 (391,247)

Abstract:

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