Author Page for Nicholas Barberis

1.

A Survey of Behavioral Finance

Downloads 24,294 ( 86)

Citation 257

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 23,081 (93)

Citation 8

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 1,213 (16,441)

Citation 23

Abstract:

2.

Prospect Theory and Asset Prices

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Citation 382

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 3,215 (3,318)

Citation 19

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 133 (222,760)

Citation 32

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 2,551 (4,899)

Citation 52

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 114 (250,463)

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 2,627 (4,750)

Citation 20

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 1,587 (10,840)

Citation 13

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 192 (162,372)

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 93 (288,469)

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 91 (292,482)

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 51 (402,974)

Citation 5

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 1,433 (12,941)

Citation 21

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7.

Investing for the Long Run When Returns are Predictable

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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 1,011 (21,615)

Citation 46

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 895 ( 26,261)

Citation 349

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 828 (28,884)

Citation 30

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 67 (351,495)

Citation 33

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9.

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

Downloads 824 ( 29,539)

Citation 137

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 548 (50,342)

Citation 5

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 276 (113,157)

Citation 15

Abstract:

10.

Individual Preferences, Monetary Gambles and the Equity Premium

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Citation 4

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 731 (34,278)

Citation 3

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 81 (314,820)

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 726 (34,608)

Citation 8

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 52 (399,387)

Abstract:

12.

Richard Thaler and the Rise of Behavioral Economics

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Citation 6

2

Richard Thaler and the Rise of Behavioral Economics

Yale ICF Working Paper No. 2018-03

Number of pages: 34 Posted: 07 Feb 2018 Last Revised: 02 Aug 2019

Nicholas Barberis

Yale School of Management

Downloads 728 (34,465)

Citation 1

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 (702,913)

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Abstract:

13.

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

Downloads 665 ( 39,520)

Citation 46

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

Downloads 606 (44,154)

Citation 15

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

Downloads 59 (375,629)

Citation 8

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14.

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 665 (39,520)

Citation 22

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15.

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

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Citation 116

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 605 (44,273)

Citation 5

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 31 (488,811)

Citation 16

Abstract:

16.

A Model of Investor Sentiment

Downloads 558 ( 49,822)

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 558 (49,198)

Citation 59

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.

Psychology-based Models of Asset Prices and Trading Volume

Downloads 506 ( 56,407)

Citation 15

2

Psychology-based Models of Asset Prices and Trading Volume

Yale ICF Working Paper No. 2018-12

Number of pages: 99 Posted: 24 May 2018 Last Revised: 02 Aug 2019

Nicholas Barberis

Yale School of Management

Downloads 483 (59,164)

Citation 12

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 23 (536,208)

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Abstract:

18.

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

Downloads 381 ( 79,414)

Citation 17

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 289 (107,699)

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 92 (290,454)

Citation 1

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19.

The Psychology of Tail Events: Progress and Challenges

Number of pages: 12 Posted: 12 Mar 2013

Nicholas Barberis

Yale School of Management

Downloads 303 (102,821)

Citation 13

Abstract:

20.

Prospect Theory and Stock Market Anomalies

Number of pages: 61 Posted: 08 Nov 2019

Nicholas Barberis, Lawrence J. Jin and Baolian Wang

Yale School of Management, California Institute of Technology and University of Florida - Department of Finance, Insurance and Real Estate

Downloads 296 (105,542)

Citation 2

Abstract:

21.

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 209 (150,163)

Citation 17

Abstract:

22.

Mental Accounting, Loss Aversion, and Individual Stock Returns

Downloads 159 (191,819)

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 159 (192,041)

Citation 3

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:

23.

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 97 (278,577)

Citation 13

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24.

Extrapolation and Bubbles

NBER Working Paper No. w21944

Number of pages: 53 Posted: 01 Feb 2016 Last Revised: 06 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 73 (331,221)

Citation 10

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25.

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 54 (386,385)

Citation 19

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26.

How Does Privatization Work? Evidence from the Russian Shops

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Citation 1

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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 50 (406,569)

Citation 23

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

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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

Nicholas Barberis

Yale School of Management

Professor of Finance

National Bureau of Economic Research (NBER)

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Scholarly Papers (26)

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Richard Thaler and the Rise of Behavioral Economics

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Psychology-Based Models of Asset Prices and Trading Volume

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