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 22

Abstract:

Prospect Theory and Asset Prices

NBER Working Paper No. w7220

Number of pages: 50 Posted: 30 Apr 2000 Last Revised: 25 Sep 2022

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 245 (214,173)

Citation 106

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 3,338 (6,307)

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 2,676 (8,696)

Citation 105

Abstract:

Style Investing

NBER Working Paper No. w8039

Number of pages: 42 Posted: 11 Dec 2000 Last Revised: 21 Dec 2022

Nicholas Barberis, Nicholas Barberis and Andrei Shleifer

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

Downloads 198 (262,228)

Abstract:

5.

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, affiliation not provided to SSRN and University of Florida - Department of Finance, Insurance and Real Estate

Downloads 2,416 (10,431)

Citation 39

Abstract:

6.

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 1,654 (18,679)

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 309 (168,854)

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 138 (357,617)

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 131 (372,472)

Abstract:

Comovement

NBER Working Paper No. w8895

Number of pages: 43 Posted: 11 Apr 2002 Last Revised: 26 Oct 2022

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 118 (403,329)

Citation 12

Abstract:

7.

Prospect Theory and Stock Market Anomalies

Downloads 1,964 (14,578)

Citation 34

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, SC Johnson College of Business, Cornell University and University of Florida - Department of Finance, Insurance and Real Estate

Downloads 1,857 (15,635)

Citation 8

Abstract:

Prospect Theory and Stock Market Anomalies

NBER Working Paper No. w27155

Number of pages: 84 Posted: 18 May 2020 Last Revised: 13 Mar 2023

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

National Bureau of Economic Research (NBER)Yale School of Management, SC Johnson College of Business, Cornell University and University of Florida - Department of Finance, Insurance and Real Estate

Downloads 107 (433,636)

Citation 30

Abstract:

8.

Investing for the Long Run When Returns are Predictable

Downloads 1,300 (27,296)

Citation 87

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 1,300 (26,835)

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 1,278 (28,040)

Citation 527

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 1,132 (32,935)

Citation 37

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 2022

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 146 (341,927)

Citation 91

Abstract:

10.

Psychology-based Models of Asset Prices and Trading Volume

Downloads 1,188 (31,169)

Citation 94

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 1,065 (35,896)

Citation 23

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 2023

Nicholas Barberis and Nicholas Barberis

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

Downloads 123 (391,047)

Citation 72

Abstract:

11.

A Model of Investor Sentiment

NBER Working Paper No. w5926

Number of pages: 44 Posted: 08 Jul 2000 Last Revised: 13 Mar 2022

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 1,104 (34,067)

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.

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

Downloads 989 (40,488)

Citation 199

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 630 (73,076)

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: 02 Jan 2023

Nicholas Barberis, Nicholas Barberis and Wei Xiong

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

Downloads 359 (143,675)

Citation 81

Abstract:

13.

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 833 (50,612)

Abstract:

A Model of Casino Gambling

NBER Working Paper No. w14947

Number of pages: 45 Posted: 13 May 2009 Last Revised: 05 Nov 2022

Nicholas Barberis and Nicholas Barberis

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

Downloads 83 (513,965)

Citation 27

Abstract:

14.

Individual Preferences, Monetary Gambles and the Equity Premium

Downloads 913 (45,246)

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 786 (54,690)

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: 27 Oct 2022

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 127 (381,422)

Abstract:

15.

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 899 (46,202)

Citation 3

Abstract:

16.

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

Downloads 862 (48,943)

Citation 71

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 Cambridge and California Institute of Technology

Downloads 742 (59,098)

Citation 16

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: 22 Mar 2023

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 Cambridge and California Institute of Technology

Downloads 120 (398,378)

Citation 10

Abstract:

17.

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 829 (51,678)

Citation 57

Abstract:

18.

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

Downloads 800 (54,224)

Citation 203

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 713 (62,342)

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 2023

Nicholas Barberis and Nicholas Barberis

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

Downloads 87 (499,008)

Citation 42

Abstract:

19.

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

Downloads 485 (102,363)

Citation 27

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 348 (148,644)

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 Oct 2022

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 137 (359,698)

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 428 (118,626)

Citation 31

Abstract:

21.

Mental Accounting, Loss Aversion, and Individual Stock Returns

Downloads 313 (167,695)

Citation 22

2

Mental Accounting, Loss Aversion, and Individual Stock Returns

NBER Working Paper No. w8190

Number of pages: 57 Posted: 24 Mar 2001 Last Revised: 19 Nov 2022

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 313 (166,598)

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:

22.

Extrapolation and Bubbles

NBER Working Paper No. w21944

Number of pages: 53 Posted: 01 Feb 2016 Last Revised: 18 Jun 2023

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, SC Johnson College of Business, Cornell University and Harvard University - Department of Economics

Downloads 310 (169,959)

Citation 50

Abstract:

23.

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 276 (191,021)

Citation 26

Abstract:

24.

Model-free and Model-based Learning as Joint Drivers of Investor Behavior

Downloads 194 (267,614)

2

Model-free and Model-based Learning as Joint Drivers of Investor Behavior

Number of pages: 77 Posted: 24 Jan 2023 Last Revised: 19 Jul 2023

Nicholas Barberis, Nicholas Barberis and Lawrence J. Jin

National Bureau of Economic Research (NBER)Yale School of Management and SC Johnson College of Business, Cornell University

Downloads 181 (284,298)

Abstract:

Model-Free and Model-Based Learning as Joint Drivers of Investor Behavior

NBER Working Paper No. w31081

Number of pages: 59 Posted: 03 Apr 2023 Last Revised: 21 Jul 2023

Nicholas Barberis, Nicholas Barberis and Lawrence J. Jin

National Bureau of Economic Research (NBER)Yale School of Management and SC Johnson College of Business, Cornell University

Downloads 13 (986,522)

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Abstract:

25.

Realization Utility

NBER Working Paper No. w14440

Number of pages: 48 Posted: 27 Oct 2008 Last Revised: 17 Dec 2022

Nicholas Barberis, Nicholas Barberis and Wei Xiong

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

Downloads 141 (350,917)

Citation 77

Abstract:

26.

X-Capm: An Extrapolative Capital Asset Pricing Model

NBER Working Paper No. w19189

Number of pages: 62 Posted: 29 Jun 2013 Last Revised: 08 Jun 2023

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, SC Johnson College of Business, Cornell University and Harvard University - Department of Economics

Downloads 116 (406,539)

Citation 71

Abstract:

27.

How Does Privatization Work? Evidence from the Russian Shops

Downloads 89 (487,451)

Citation 15

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: 16 Jul 2022

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 89 (491,812)

Citation 16

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 (27)

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Model-Free and Model-Based Learning as Joint Drivers of Investor Behavior

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