Author Page for Nicholas Barberis

National Bureau of Economic Research (NBER)Yale School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and Columbia Business School

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Citation 16

Abstract:

Prospect Theory and Asset Prices

NBER Working Paper No. w7220

Number of pages: 50 Posted: 30 Apr 2000 Last Revised: 25 Sep 2021

Nicholas Barberis, Nicholas Barberis, Ming Huang and Tano Santos

National Bureau of Economic Research (NBER)Yale School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and Columbia Business School

Downloads 172 (217,760)

Citation 65

Abstract:

3.

Psychology and the Financial Crisis of 2007-2008

Number of pages: 16 Posted: 18 Jan 2011 Last Revised: 03 Sep 2011

Nicholas Barberis and Nicholas Barberis

National Bureau of Economic Research (NBER)Yale School of Management

Downloads 3,018 (5,027)

Citation 24

Abstract:

4.

Style Investing

Number of pages: 43 Posted: 23 Jan 2001

Nicholas Barberis, Nicholas Barberis and Andrei Shleifer

National Bureau of Economic Research (NBER)Yale School of Management and Harvard University - Department of Economics

Downloads 2,611 (6,247)

Citation 105

Abstract:

Style Investing

NBER Working Paper No. w8039

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

Nicholas Barberis, Nicholas Barberis and Andrei Shleifer

National Bureau of Economic Research (NBER)Yale School of Management and Harvard University - Department of Economics

Downloads 128 (277,319)

Abstract:

5.

Comovement

Number of pages: 45 Posted: 06 Apr 2002

Nicholas Barberis, Nicholas Barberis, Andrei Shleifer and Jeffrey Wurgler

National Bureau of Economic Research (NBER)Yale School of Management, Harvard University - Department of Economics and NYU Stern School of Business

Downloads 1,609 (13,652)

Citation 14

Abstract:

Comovement

NYU Working Paper No. S-DRP-03-18

Number of pages: 45 Posted: 05 Nov 2008

Nicholas Barberis, Nicholas Barberis, Andrei Shleifer and Jeffrey Wurgler

National Bureau of Economic Research (NBER)Yale School of Management, Harvard University - Department of Economics and NYU Stern School of Business

Downloads 250 (153,602)

Abstract:

Comovement

NYU Working Paper No. S-DRP-01-19

Number of pages: 38 Posted: 07 Nov 2008

Nicholas Barberis, Nicholas Barberis, Andrei Shleifer and Jeffrey Wurgler

National Bureau of Economic Research (NBER)Yale School of Management, Harvard University - Department of Economics and NYU Stern School of Business

Downloads 107 (315,942)

Abstract:

Comovement

NYU Working Paper No. FIN-01-064

Number of pages: 38 Posted: 03 Nov 2008

Nicholas Barberis, Nicholas Barberis, Andrei Shleifer and Je rey Wurgler

National Bureau of Economic Research (NBER)Yale School of Management, Harvard University - Department of Economics and affiliation not provided to SSRN

Downloads 96 (339,843)

Abstract:

Comovement

NBER Working Paper No. w8895

Number of pages: 43 Posted: 11 Apr 2002 Last Revised: 23 Apr 2021

Nicholas Barberis, Nicholas Barberis, Andrei Shleifer and Jeffrey Wurgler

National Bureau of Economic Research (NBER)Yale School of Management, Harvard University - Department of Economics and NYU Stern School of Business

Downloads 59 (450,244)

Citation 12

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, Nicholas Barberis, Abhiroop Mukherjee and Baolian Wang

National Bureau of Economic Research (NBER)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 1,839 (11,227)

Citation 39

Abstract:

7.

Prospect Theory and Stock Market Anomalies

Downloads 1,263 ( 20,169)

Citation 4

2

Prospect Theory and Stock Market Anomalies

10th Miami Behavioral Finance Conference

Number of pages: 83 Posted: 08 Nov 2019 Last Revised: 17 Dec 2020

Nicholas Barberis, Nicholas Barberis, Lawrence J. Jin and Baolian Wang

National Bureau of Economic Research (NBER)Yale School of Management, California Institute of Technology and University of Florida - Department of Finance, Insurance and Real Estate

Downloads 1,240 (20,403)

Citation 7

Abstract:

Prospect Theory and Stock Market Anomalies

NBER Working Paper No. w27155

Number of pages: 84 Posted: 18 May 2020 Last Revised: 14 Mar 2021

Nicholas Barberis, Nicholas Barberis, Lawrence J. Jin and Baolian Wang

National Bureau of Economic Research (NBER)Yale School of Management, California Institute of Technology and University of Florida - Department of Finance, Insurance and Real Estate

Downloads 23 (639,001)

Citation 1

Add to Cart

Abstract:

8.

Investing for the Long Run When Returns are Predictable

Downloads 1,070 ( 25,755)

2

Investing for the Long Run When Returns are Predictable

Number of pages: 49 Posted: 04 Jan 2000

Nicholas Barberis and Nicholas Barberis

National Bureau of Economic Research (NBER)Yale School of Management

Downloads 1,070 (25,357)

Citation 87

Abstract:

Investing for the Long Run When Returns are Predictable

Posted: 04 Jan 2000

Nicholas Barberis and Nicholas Barberis

National Bureau of Economic Research (NBER)Yale School of Management

Abstract:

9.

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

Downloads 1,067 ( 25,870)

Citation 414

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, Nicholas Barberis and Ming Huang

National Bureau of Economic Research (NBER)Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management

Downloads 976 (28,919)

Citation 31

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: 08 May 2021

Nicholas Barberis, Nicholas Barberis and Ming Huang

National Bureau of Economic Research (NBER)Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management

Downloads 91 (351,728)

Citation 91

Abstract:

10.

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

Downloads 872 ( 34,398)

Citation 170

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, Nicholas Barberis and Wei Xiong

National Bureau of Economic Research (NBER)Yale School of Management and Princeton University - Department of Economics

Downloads 577 (58,892)

Citation 6

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: 17 May 2021

Nicholas Barberis, Nicholas Barberis and Wei Xiong

National Bureau of Economic Research (NBER)Yale School of Management and Princeton University - Department of Economics

Downloads 295 (129,483)

Citation 51

Abstract:

11.

A Model of Investor Sentiment

Downloads 846 ( 35,876)

2

A Model of Investor Sentiment

NBER Working Paper No. w5926

Number of pages: 44 Posted: 08 Jul 2000 Last Revised: 12 Sep 2021

Nicholas Barberis, Nicholas Barberis, Andrei Shleifer and Robert W. Vishny

National Bureau of Economic Research (NBER)Yale School of Management, Harvard University - Department of Economics and University of Chicago - Booth School of Business

Downloads 846 (35,348)

Citation 27

Abstract:

A Model of Investor Sentiment

Posted: 19 Feb 1997

Nicholas Barberis, Nicholas Barberis, Andrei Shleifer and Robert W. Vishny

National Bureau of Economic Research (NBER)Yale School of Management, Harvard University - Department of Economics and University of Chicago - Booth School of Business

Abstract:

12.

Individual Preferences, Monetary Gambles and the Equity Premium

Downloads 824 ( 37,166)

Citation 2

2

Individual Preferences, Monetary Gambles and the Equity Premium

Number of pages: 49 Posted: 14 Oct 2003

Nicholas Barberis, Nicholas Barberis, Ming Huang and Richard H. Thaler

National Bureau of Economic Research (NBER)Yale School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Chicago - Booth School of Business

Downloads 739 (42,571)

Citation 1

Abstract:

Individual Preferences, Monetary Gambles and the Equity Premium

NBER Working Paper No. w9997

Number of pages: 50 Posted: 28 Sep 2003 Last Revised: 26 Apr 2021

Nicholas Barberis, Nicholas Barberis, Ming Huang and Richard H. Thaler

National Bureau of Economic Research (NBER)Yale School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Chicago - Booth School of Business

Downloads 85 (367,212)

Abstract:

13.

A Model of Casino Gambling

Downloads 822 ( 37,298)

Citation 33

2

A Model of Casino Gambling

Number of pages: 48 Posted: 07 May 2009 Last Revised: 22 Jun 2009

Nicholas Barberis and Nicholas Barberis

National Bureau of Economic Research (NBER)Yale School of Management

Downloads 766 (40,521)

Citation 33

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 and Nicholas Barberis

National Bureau of Economic Research (NBER)Yale School of Management

Downloads 56 (461,837)

Abstract:

14.

Richard Thaler and the Rise of Behavioral Economics

Downloads 809 ( 38,108)

Citation 7

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 and Nicholas Barberis

National Bureau of Economic Research (NBER)Yale School of Management

Downloads 808 (37,665)

Citation 3

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 and Nicholas Barberis

National Bureau of Economic Research (NBER)Yale School of Management

Downloads 1 (828,170)

Add to Cart

Abstract:

15.

Psychology-based Models of Asset Prices and Trading Volume

Downloads 795 ( 39,085)

Citation 47

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 and Nicholas Barberis

National Bureau of Economic Research (NBER)Yale School of Management

Downloads 757 (41,184)

Citation 37

Abstract:

Psychology-Based Models of Asset Prices and Trading Volume

NBER Working Paper No. w24723

Number of pages: 100 Posted: 18 Jun 2018 Last Revised: 22 Jul 2021

Nicholas Barberis and Nicholas Barberis

National Bureau of Economic Research (NBER)Yale School of Management

Downloads 38 (543,936)

Citation 10

Abstract:

16.

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, Nicholas Barberis, Ming Huang and Richard H. Thaler

National Bureau of Economic Research (NBER)Yale School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Chicago - Booth School of Business

Downloads 732 (43,741)

Citation 57

Abstract:

17.

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

Downloads 720 ( 44,680)

Citation 51

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, Nicholas Barberis, Colin Camerer, Peter Bossaerts and Antonio Rangel

University of Southern California - Marshall School of Business, National Bureau of Economic Research (NBER)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 648 (50,738)

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: 20 Sep 2021

Cary Frydman, Nicholas Barberis, Nicholas Barberis, Colin Camerer, Peter Bossaerts and Antonio Rangel

University of Southern California - Marshall School of Business, National Bureau of Economic Research (NBER)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 72 (405,033)

Citation 10

Abstract:

18.

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

Downloads 671 ( 49,143)

Citation 151

2

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

Number of pages: 34 Posted: 18 Nov 2012

Nicholas Barberis and Nicholas Barberis

National Bureau of Economic Research (NBER)Yale School of Management

Downloads 632 (52,470)

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 Last Revised: 20 May 2021

Nicholas Barberis and Nicholas Barberis

National Bureau of Economic Research (NBER)Yale School of Management

Downloads 39 (538,750)

Citation 42

Abstract:

19.

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

Downloads 404 ( 91,836)

Citation 23

2

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

Number of pages: 36 Posted: 10 Jul 2006

Nicholas Barberis, Nicholas Barberis and Ming Huang

National Bureau of Economic Research (NBER)Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management

Downloads 309 (123,192)

Citation 1

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: 29 Apr 2021

Nicholas Barberis, Nicholas Barberis and Ming Huang

National Bureau of Economic Research (NBER)Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management

Downloads 95 (342,168)

Citation 8

Abstract:

20.

The Psychology of Tail Events: Progress and Challenges

Number of pages: 12 Posted: 12 Mar 2013

Nicholas Barberis and Nicholas Barberis

National Bureau of Economic Research (NBER)Yale School of Management

Downloads 334 (113,960)

Citation 31

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, Nicholas Barberis and Ming Huang

National Bureau of Economic Research (NBER)Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management

Downloads 218 (175,864)

Citation 24

Abstract:

22.

Mental Accounting, Loss Aversion, and Individual Stock Returns

Downloads 201 (189,646)

2

Mental Accounting, Loss Aversion, and Individual Stock Returns

NBER Working Paper No. w8190

Number of pages: 57 Posted: 24 Mar 2001 Last Revised: 20 May 2021

Nicholas Barberis, Nicholas Barberis and Ming Huang

National Bureau of Economic Research (NBER)Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management

Downloads 201 (189,501)

Citation 22

Abstract:

Mental Accounting, Loss Aversion, and Individual Stock Returns

Posted: 23 May 2001

Nicholas Barberis, Nicholas Barberis and Ming Huang

National Bureau of Economic Research (NBER)Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management

Abstract:

23.

Extrapolation and Bubbles

NBER Working Paper No. w21944

Number of pages: 53 Posted: 01 Feb 2016 Last Revised: 18 Jun 2021

Nicholas Barberis, Nicholas Barberis, Robin M. Greenwood, Lawrence J. Jin and Andrei Shleifer

National Bureau of Economic Research (NBER)Yale School of Management, Harvard Business School - Finance Unit, California Institute of Technology and Harvard University - Department of Economics

Downloads 162 (228,878)

Citation 50

Abstract:

24.

Realization Utility

NBER Working Paper No. w14440

Number of pages: 48 Posted: 27 Oct 2008 Last Revised: 17 Jun 2021

Nicholas Barberis, Nicholas Barberis and Wei Xiong

National Bureau of Economic Research (NBER)Yale School of Management and Princeton University - Department of Economics

Downloads 108 (312,000)

Citation 43

Abstract:

25.

X-Capm: An Extrapolative Capital Asset Pricing Model

NBER Working Paper No. w19189

Number of pages: 62 Posted: 29 Jun 2013 Last Revised: 07 Jun 2021

Nicholas Barberis, Nicholas Barberis, Robin M. Greenwood, Lawrence J. Jin and Andrei Shleifer

National Bureau of Economic Research (NBER)Yale School of Management, Harvard Business School - Finance Unit, California Institute of Technology and Harvard University - Department of Economics

Downloads 73 (397,347)

Citation 71

Abstract:

26.

How Does Privatization Work? Evidence from the Russian Shops

Downloads 56 (454,752)

Citation 7

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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, Nicholas Barberis, Maxim Boycko, Andrei Shleifer and Natalia Tsukanova

National Bureau of Economic Research (NBER)Yale School of Management, Russian Privatization Center, Harvard University - Department of Economics and The Boston Consulting Group

Downloads 56 (461,837)

Citation 6

Abstract:

How Does Privatization Work? Evidence from the Russian Shops

Posted: 28 Feb 1995

Nicholas Barberis, Nicholas Barberis, Maxim Boycko, Andrei Shleifer and Natalia Tsukanova

National Bureau of Economic Research (NBER)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, Nicholas Barberis, Maxim Boycko, Andrei Shleifer and Natalia Tsukanova

National Bureau of Economic Research (NBER)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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Prospect Theory and Stock Market Anomalies

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Richard Thaler and the Rise of Behavioral Economics

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