Author Page for Nicholas Barberis

1.

A Survey of Behavioral Finance

Downloads 23,450 ( 81)

Citation 332

2

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 22,431 (88)

Citation 332

Abstract:

A Survey of Behavioral Finance

NBER Working Paper No. w9222

Number of pages: 78 Posted: 19 Sep 2002 Last Revised: 29 Oct 2010

Nicholas Barberis and Richard H. Thaler

Yale School of Management and University of Chicago - Booth School of Business

Downloads 1,019 (19,014)

Citation 332

Abstract:

2.

Prospect Theory and Asset Prices

Downloads 3,283 ( 2,848)

Citation 278

2

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 3,165 (2,981)

Citation 278

Abstract:

Prospect Theory and Asset Prices

NBER Working Paper No. w7220

Number of pages: 50 Posted: 30 Apr 2000 Last Revised: 13 Oct 2010

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 118 (222,390)

Citation 278

Abstract:

3.

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 2,518 (4,375)

Citation 202

Abstract:

Style Investing

NBER Working Paper No. w8039

Number of pages: 42 Posted: 11 Dec 2000 Last Revised: 05 Oct 2001

Nicholas Barberis and Andrei Shleifer

Yale School of Management and Harvard University - Department of Economics

Downloads 100 (250,530)

Citation 202

Abstract:

4.

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 2,489 (4,548)

Citation 8

Abstract:

5.

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 1,575 (9,682)

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 164 (170,140)

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 (270,573)

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 77 (295,926)

Citation 145

Abstract:

Comovement

NBER Working Paper No. w8895

Number of pages: 43 Posted: 11 Apr 2002 Last Revised: 19 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 45 (388,328)

Citation 147

Abstract:

6.

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 University of Florida - Department of Finance, Insurance and Real Estate

Downloads 1,220 (14,771)

Abstract:

7.

Investing for the Long Run When Returns are Predictable

Downloads 988 ( 20,332)

2

Investing for the Long Run When Returns are Predictable

Number of pages: 49 Posted: 04 Jan 2000

Nicholas Barberis

Yale School of Management

Downloads 988 (19,979)

Citation 280

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:

8.

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

Downloads 850 ( 25,337)

Citation 137

2

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 790 (27,699)

Citation 137

Abstract:

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

NBER Working Paper No. w12936

Number of pages: 50 Posted: 24 Feb 2007 Last Revised: 11 Mar 2010

Nicholas Barberis and Ming Huang

Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management

Downloads 60 (339,718)

Citation 137

Abstract:

9.

Individual Preferences, Monetary Gambles and the Equity Premium

Downloads 801 ( 27,600)

Citation 18

2

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 725 (31,145)

Citation 18

Abstract:

Individual Preferences, Monetary Gambles and the Equity Premium

NBER Working Paper No. w9997

Number of pages: 50 Posted: 28 Sep 2003 Last Revised: 19 Sep 2009

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 76 (298,286)

Citation 18

Abstract:

10.

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

Downloads 793 ( 27,990)

Citation 58

2

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 530 (47,248)

Citation 58

Abstract:

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 Last Revised: 06 Oct 2006

Nicholas Barberis and Wei Xiong

Yale School of Management and Princeton University - Department of Economics

Downloads 263 (107,829)

Citation 58

Abstract:

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 714 (31,776)

Citation 11

Abstract:

A Model of Casino Gambling

NBER Working Paper No. w14947

Number of pages: 45 Posted: 13 May 2009 Last Revised: 14 May 2009

Nicholas Barberis

Yale School of Management

Downloads 49 (374,375)

Citation 11

Abstract:

12.

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 635 (37,815)

Citation 44

Abstract:

13.

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

Downloads 628 ( 38,382)

2

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, The University of Melbourne - Department of Finance and California Institute of Technology

Downloads 579 (42,155)

Abstract:

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 Last Revised: 25 Jan 2015

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, The University of Melbourne - Department of Finance and California Institute of Technology

Downloads 49 (374,375)

Abstract:

14.

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

Downloads 613 ( 39,604)

Citation 6

2

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 587 (41,366)

Citation 6

Abstract:

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 26 (471,918)

Citation 6

Abstract:

15.

Richard Thaler and the Rise of Behavioral Economics

Downloads 590 ( 41,767)

2

Richard Thaler and the Rise of Behavioral Economics

Number of pages: 34 Posted: 07 Feb 2018 Last Revised: 29 Apr 2018

Nicholas Barberis

Yale School of Management

Downloads 589 (41,287)

Abstract:

Richard Thaler and the Rise of Behavioral Economics

The Scandinavian Journal of Economics, Vol. 120, Issue 3, pp. 661-684, 2018

Number of pages: 24 Posted: 13 Jul 2018

Nicholas Barberis

Yale School of Management

Downloads 1 (636,231)

Add to Cart

Abstract:

16.

A Model of Investor Sentiment

Downloads 483 ( 53,765)

2

A Model of Investor Sentiment

NBER Working Paper No. w5926

Number of pages: 44 Posted: 08 Jul 2000 Last Revised: 05 Oct 2010

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 483 (53,196)

Citation 663

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:

17.

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

Downloads 372 ( 73,753)

Citation 13

2

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 282 (100,269)

Citation 13

Abstract:

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

NBER Working Paper No. w12378

Number of pages: 37 Posted: 26 Jul 2006 Last Revised: 04 Oct 2006

Nicholas Barberis and Ming Huang

Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management

Downloads 90 (268,680)

Citation 13

Abstract:

18.

The Psychology of Tail Events: Progress and Challenges

Number of pages: 12 Posted: 12 Mar 2013

Nicholas Barberis

Yale School of Management

Downloads 286 (99,221)

Citation 1

Abstract:

19.

Psychology-based Models of Asset Prices and Trading Volume

Downloads 281 (101,171)

2

Psychology-based Models of Asset Prices and Trading Volume

Number of pages: 99 Posted: 24 May 2018 Last Revised: 26 Jul 2018

Nicholas Barberis

Yale School of Management

Downloads 259 (109,579)

Abstract:

Psychology-Based Models of Asset Prices and Trading Volume

NBER Working Paper No. w24723

Number of pages: 100 Posted: 18 Jun 2018

Nicholas Barberis

Yale School of Management

Downloads 22 (495,466)

Add to Cart

Abstract:

20.

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 203 (140,069)

Citation 22

Abstract:

21.

Mental Accounting, Loss Aversion, and Individual Stock Returns

Downloads 154 (179,205)

Citation 131

2

Mental Accounting, Loss Aversion, and Individual Stock Returns

NBER Working Paper No. w8190

Number of pages: 57 Posted: 24 Mar 2001 Last Revised: 12 Feb 2010

Nicholas Barberis and Ming Huang

Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management

Downloads 154 (179,532)

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:

22.

Realization Utility

NBER Working Paper No. w14440

Number of pages: 48 Posted: 27 Oct 2008 Last Revised: 29 Oct 2014

Nicholas Barberis and Wei Xiong

Yale School of Management and Princeton University - Department of Economics

Downloads 90 (266,571)

Citation 16

Abstract:

23.

X-Capm: An Extrapolative Capital Asset Pricing Model

NBER Working Paper No. w19189

Number of pages: 62 Posted: 29 Jun 2013 Last Revised: 10 Jul 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 48 (371,345)

Citation 2

Abstract:

24.

How Does Privatization Work? Evidence from the Russian Shops

Downloads 46 (377,976)

Citation 102

3

How Does Privatization Work? Evidence from the Russian Shops

NBER Working Paper No. w5136

Number of pages: 38 Posted: 25 May 2006 Last Revised: 26 Aug 2010

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 46 (384,792)

Citation 102

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:

25.

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 39 (402,592)

Add to Cart

Nicholas Barberis

Yale School of Management

Professor of Finance

National Bureau of Economic Research (NBER)

25

Top 365

43,673

Top 112

2,478

Scholarly Papers (25)

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Richard Thaler and the Rise of Behavioral Economics

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Psychology-Based Models of Asset Prices and Trading Volume

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Extrapolation and Bubbles

Abstract: