Search Results
JEL Code: G02

517,622 Total downloads

Viewing: 151 - 200 of 1,594 papers

151.

A Brief History of Sharpe Ratio, and Beyond

Number of pages: 3 Posted: 13 Dec 2017 Last Revised: 16 Dec 2017
Working Paper Series
James White and Victor Haghani
Elm Partners and Elm Partners
Downloads 592
152.

Risk Tolerance and Goals-Based Savings Behavior of Households: The Role of Financial Literacy

Journal of Personal Finance, Forthcoming
Number of pages: 28 Posted: 16 Feb 2017
Accepted Paper Series
Swarn Chatterjee, Lu Fan, Ben Jacobs and Robin Haas
University of Georgia, University of Missouri, University of Georgia - Department of Housing & Consumer Economics and University of Georgia
Downloads 591
153.

Culture and R2

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 47 Posted: 25 Aug 2013 Last Revised: 26 Oct 2015
Accepted Paper Series
Cheol S. Eun, Lingling Wang and Steven Chong Xiao
Georgia Institute of Technology - Finance Area, University of Connecticut - Department of Finance and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 588
154.

Investor Sentiment and Economic Forces

Number of pages: 46 Posted: 25 Jan 2012 Last Revised: 18 Jul 2016
Working Paper Series
Junyan Shen, Jianfeng Yu and Shen Zhao
Iowa State University - Department of Finance, Tsinghua University - PBC School of Finance and Chinese university of Hong Kong (Shenzhen)
Downloads 578
155.

Don’t Confuse Brains with a Bull Market: Attribution Bias, Overconfidence, and Trading Behavior of Individual Investors

EFA 2010 Frankfurt Meetings Paper
Number of pages: 47 Posted: 04 Jan 2012 Last Revised: 04 Sep 2013
Working Paper Series
Zhen Shi and Na Wang
Georgia State University and Hofstra University - Frank G. Zarb School of Business
Downloads 574
156.

Crowded Spaces and Copycat Risk Management

Number of pages: 73 Posted: 14 Jun 2015
Working Paper Series
Salvatore Bruno, Ludwig B. Chincarini and Jesse Davis
IndexIQ, University of San Francisco School of Management and Independent
Downloads 573
157.

The Impact of Recency Effects on Stock Market Prices

31st Australasian Finance and Banking Conference 2018, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 76 Posted: 07 Mar 2018 Last Revised: 06 Apr 2019
Working Paper Series
Hannes Mohrschladt
University of Muenster - Finance Center
Downloads 567
158.

The Perception of Dependence, Investment Decisions, and Stock Prices

Journal of Finance, Forthcoming
Number of pages: 107 Posted: 29 Feb 2016 Last Revised: 12 Mar 2020
Accepted Paper Series
Michael Ungeheuer and Martin Weber
Aalto University and University of Mannheim - Department of Banking and Finance

Multiple version iconThere are 3 versions of this paper

Downloads 560
159.

Temporal Reframing and Participation in a Savings Program: A Field Experiment

Number of pages: 50 Posted: 10 Jan 2018 Last Revised: 06 Feb 2019
Working Paper Series
Hal Hershfield, Stephen Shu and Shlomo Benartzi
University of California, Los Angeles (UCLA) - Marketing Area, City, University of London and University of California at Los Angeles
Downloads 559
160.

Equity Premium Prediction with Bagged Machine Learning

AFA 2020, AsianFA 2019, AMES 2019, FMND 2019
Number of pages: 56 Posted: 08 Jan 2019 Last Revised: 05 Dec 2020
Working Paper Series
Ben Jacobsen, Fuwei Jiang and Hongwei Zhang
Tilburg University - TIAS School for Business and Society, Central University of Finance and Economics (CUFE) and Tilburg University - TIAS School for Business and Society
Downloads 556
161.

Mental Capabilities, Heterogeneous Trading Patterns and Performance in an Experimental Asset Market

University of Zurich, Department of Economics, Working Paper No. 234
Number of pages: 61 Posted: 01 Sep 2016 Last Revised: 15 Jun 2018
Working Paper Series
Andreas Hefti, Steve Heinke and Frédéric Schneider
University of Zurich - Department of Economics, University of Basel and University of Cambridge - Judge Business School
Downloads 556
162.

Empirical Behavioral Finance

Journal of Economic Behavior and Organization, Vol. 107 (Part B), pp. 421-427, November 2014
Number of pages: 14 Posted: 03 Nov 2014 Last Revised: 06 Dec 2014
Accepted Paper Series
Doron Kliger, Martijn J. van den Assem and Remco C. J. Zwinkels
University of Haifa, Vrije Universiteit Amsterdam and Vrije Universiteit Amsterdam
Downloads 551
163.

Initial Coin Offerings (ICOs): Economics and Regulation

Number of pages: 42 Posted: 05 Mar 2019
Working Paper Series
Lars Klöhn, Nicolas Parhofer and Daniel Resas
Humboldt University of Berlin - Faculty of Law, Humboldt University of Berlin - Faculty of Law and Schnittker Möllmann Partners
Downloads 551
164.

Reference Dependence in the Housing Market

Number of pages: 145 Posted: 14 Jun 2019 Last Revised: 27 Jan 2021
Working Paper Series
Steffen Andersen, Cristian Badarinza, Lu Liu, Julie Marx and Tarun Ramadorai
Copenhagen Business School - Department of Finance, National University of Singapore (NUS), Imperial College Business School, Copenhagen Business School and Imperial College London

Multiple version iconThere are 2 versions of this paper

Downloads 550
165.

Extrapolative Beliefs in the Cross-Section: What Can We Learn from the Crowds?

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 58 Posted: 22 Mar 2018 Last Revised: 08 Sep 2020
Accepted Paper Series
Zhi Da, Xing Huang and Lawrence J. Jin
University of Notre Dame - Mendoza College of Business, Washington University in St. Louis - Olin Business School and California Institute of Technology
Downloads 548
166.

Speculative Trading in the Gold Market

International Review of Financial Analysis, Vol. 39, May 2015
Number of pages: 27 Posted: 25 Oct 2012 Last Revised: 23 Sep 2015
Accepted Paper Series
Dirk G. Baur and Kristoffer J. Glover
University of Western Australia - Business School and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads 547
167.

A Critique of Modern Portfolio Theory and Asset Pricing Models Based on Behavioral Insights from Benjamin Graham's Value Investing Paradigm

Number of pages: 30 Posted: 06 Sep 2017
Working Paper Series
Eben Otuteye and Mohammad Siddiquee
Faculty of Management, University of New Brunswick and Department of Business Administration and Tourism and Hospitality Management, Mount Saint Vincent University
Downloads 541
168.

How Investor Perceptions Drive Actual Trading and Risk-Taking Behavior

Journal of Behavioral Finance, 16 (1), pp. 94-103. 2015
Number of pages: 24 Posted: 06 Dec 2011 Last Revised: 25 Mar 2015
Accepted Paper Series
Arvid O. I. Hoffmann, Thomas Post and Joost M. E. Pennings
University of Adelaide - Business School, Maastricht University - School of Business and Economics - Department of Finance and Maastricht University
Downloads 541
169.

Measuring Risk Preferences and Asset-Allocation Decisions: A Global Survey Analysis

Number of pages: 58 Posted: 06 Nov 2019 Last Revised: 06 Nov 2019
Working Paper Series
Andrew W. Lo, Alexander Remorov and Zied Ben Chaouch
Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 541
170.

Recurring Firm Events and Predictable Returns: The Within-Firm Time-Series

Number of pages: 36 Posted: 16 Oct 2017 Last Revised: 05 Dec 2017
Working Paper Series
Samuel M. Hartzmark and David H. Solomon
University of Chicago - Booth School of Business and Boston College - Carroll School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 537
171.

The Information Content of 10-K Narratives: Comparing MD&A and Footnotes Disclosures

Number of pages: 45 Posted: 12 Jul 2016 Last Revised: 01 Dec 2016
Working Paper Series
Amir Amel-Zadeh and Jonathan Faasse
University of Oxford - Said Business School and University of Cambridge - Judge Business School
Downloads 534
172.

Neural Evidence of Regret and Its Implications for Investor Behavior

Review of Financial Studies, Forthcoming, Marshall School of Business Working Paper No. FBE 02.16
Number of pages: 59 Posted: 30 Apr 2015 Last Revised: 12 Apr 2016
Accepted Paper Series
Cary Frydman and Colin Camerer
University of Southern California - Marshall School of Business and California Institute of Technology - Division of the Humanities and Social Sciences
Downloads 530
173.

Cultural Biases in Equity Analysis

Journal of Finance, Forthcoming
Number of pages: 96 Posted: 19 Apr 2018 Last Revised: 26 Jan 2021
Accepted Paper Series
Vesa Pursiainen
University of St. Gallen
Downloads 524
174.

Institutional Herding and Its Price Impact: Evidence from the Corporate Bond Market

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 72 Posted: 22 Nov 2015 Last Revised: 25 Dec 2017
Accepted Paper Series
Fang Cai, Song Han, Dan Li and Yi Li
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Multiple version iconThere are 3 versions of this paper

Downloads 523
175.

Oh What a Beautiful Morning! Diurnal Influences on Executives and Analysts: Evidence from Conference Calls

Management Science, Vol. 64, No. 12, pp. 5899-5924
Number of pages: 56 Posted: 09 Dec 2012 Last Revised: 05 Feb 2019
Accepted Paper Series
Jing Chen, Elizabeth Demers and Baruch Lev
Stevens Institute of Technology - School of Business, University of Waterloo and New York University - Stern School of Business
Downloads 521
176.

Overreaction and the Cross-Section of Returns: International Evidence

Journal of Empirical Finance, Vol. 42, 2017, Gabelli School of Business, Fordham University Research Paper No. 2800188
Number of pages: 40 Posted: 25 Jun 2016 Last Revised: 23 Apr 2017
Accepted Paper Series
Douglas W. Blackburn and Nusret Cakici
JP Morgan Chase and Fordham University
Downloads 518
177.

Why Do Investors Not Sell Underwater Buy-to-Let Property? Irish Evidence

Number of pages: 13 Posted: 09 Oct 2013
Working Paper Series
Karl Deeter, Marie Hunt and Brian M. Lucey
Irish Mortgage Brokers, Fellowship of the Society of Chartered Surveyors (FSCSI) and Trinity Business School, Trinity College Dublin
Downloads 518
178.

Female Leadership and Gender Equity: Evidence from Plant Closure

Number of pages: 46 Posted: 04 Aug 2011 Last Revised: 05 Sep 2013
Working Paper Series
Geoffrey A. Tate and Liu Yang
University of Maryland - Robert H. Smith School of Business and University of Maryland, Robert H. Smith School of Business
Downloads 515
179.

Subjective Cash Flow and Discount Rate Expectations

Journal of Finance, Forthcoming
Number of pages: 71 Posted: 23 Mar 2017 Last Revised: 10 Nov 2020
Accepted Paper Series
Ricardo De la O and Sean Myers
University of Southern California - Marshall School of Business and Stanford University
Downloads 515
180.

The Importance of Fear: Investor Sentiment and Stock Market Returns

Applied Economics, Forthcoming
Number of pages: 34 Posted: 19 Mar 2016 Last Revised: 24 Nov 2016
Accepted Paper Series
Lee A. Smales
University of Western Australia
Downloads 511
181.

Anxiety and Pro-cyclical Risk Taking with Bayesian Agents

FRB of New York Staff Report No. 711
Number of pages: 37 Posted: 21 Feb 2015 Last Revised: 23 Jan 2019
Working Paper Series
Thomas M. Eisenbach and Martin C. Schmalz
Federal Reserve Banks - Federal Reserve Bank of New York and University of Oxford - Finance
Downloads 508
182.

Partisan Bias in Fund Portfolios

Journal of Financial & Quantitative Analysis, Forthcoming
Number of pages: 86 Posted: 20 May 2020 Last Revised: 20 May 2020
Working Paper Series
M. Babajide Wintoki and Yaoyi Xi
University of Kansas - School of Business and San Diego State University
Downloads 504
183.

Financial Attention

Number of pages: 51 Posted: 13 Oct 2013 Last Revised: 30 Jul 2015
Working Paper Series
Nachum Sicherman, George Loewenstein, Duane J. Seppi and Stephen P. Utkus
Columbia University, Carnegie Mellon University - Department of Social and Decision Sciences, Carnegie Mellon University - David A. Tepper School of Business and University of Pennsylvania
Downloads 499
184.

The Annual General Meeting Revisited: The Role of the CEO Speech

Number of pages: 41 Posted: 17 Nov 2016 Last Revised: 12 Jul 2019
Working Paper Series
Christina E. Bannier, Thomas Pauls and Andreas Walter
Justus-Liebig-University Giessen, Goethe University Frankfurt and University of Giessen - Department of Financial Services

Multiple version iconThere are 2 versions of this paper

Downloads 498
185.

Investor Behavior in Equity Crowdfunding

Venture Capital: An International Journal of Entrepreneurial Finance: Vol. 21: No. 2-3, pp 273-300, 2019, DOI: 10.1080/13691066.2018.1457475
Number of pages: 40 Posted: 08 Dec 2016 Last Revised: 30 May 2019
Accepted Paper Series
Johannes Wallmeroth
EMLYON Research Centre for Entrepreneurial Finance
Downloads 495
186.

Behavioral vs. Traditional Corporate Finance: An Unabashed Critical Review

FSU College of Law, Public Law Research Paper No. 889, FSU College of Law, Law, Business & Economics Paper No. 18-6
Number of pages: 41 Posted: 11 Sep 2018
Working Paper Series
James S. Ang
Florida State University
Downloads 493
187.

Reverse Mergers, Shell Value, and Regulation Risk in Chinese Equity Markets

Stanford University Graduate School of Business Research Paper No. 17-63
Number of pages: 68 Posted: 19 Sep 2017 Last Revised: 19 Oct 2017
Working Paper Series
Charles M.C. Lee, Yuanyu Qu and Tao Shen
Stanford University - Graduate School of Business, University of International Business and Economics (UIBE) - School of Banking and Finance and Tsinghua University
Downloads 493
188.

The Biases Influencing an Investor's Behavior in India

Number of pages: 54 Posted: 02 Jul 2016
Working Paper Series
Soumita De
Symbiosis International University, School of Economics, Students
Downloads 491
189.

Taming Animal Spirits: Risk Management with Behavioural Factors

Number of pages: 23 Posted: 12 Apr 2012
Working Paper Series
Mark Davis, Sebastien Lleo and Grzegorz Andruszkiewicz
Imperial College London, NEOMA Business School and Imperial College London
Downloads 489
190.

Reference-Dependent Preferences and the Risk-Return Trade-Off

Number of pages: 56 Posted: 30 May 2012 Last Revised: 17 Jun 2016
Working Paper Series
Huijun Wang, Jinghua Yan and Jianfeng Yu
Auburn University, SAC Capital Advisors and Tsinghua University - PBC School of Finance
Downloads 487
191.

Speculation Sentiment

Number of pages: 90 Posted: 02 Nov 2017 Last Revised: 20 Dec 2020
Working Paper Series
Shaun Davies
University of Colorado at Boulder - Leeds School of Business
Downloads 487
192.

Can Financial Innovation Succeed by Catering to Behavioral Preferences? Evidence from a Callable Options Market

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 76 Posted: 23 Jan 2014 Last Revised: 10 Mar 2017
Accepted Paper Series
Xindan Li, Avanidhar Subrahmanyam and Xuewei Yang
Nanjing University, University of California, Los Angeles (UCLA) - Finance Area and Nanjing University - School of Management and Engineering
Downloads 483
193.

Nonlocal Disadvantage: An Examination of Social Media Sentiment

Number of pages: 60 Posted: 17 Jun 2011 Last Revised: 27 Apr 2017
Working Paper Series
Robert Charles Giannini, Paul J. Irvine and Tao Shu
Citadel, Neeley School of Business and The Chinese University of Hong Kong, Shenzhen
Downloads 480
194.

Forced Entrepreneurs

Kelley School of Business Research Paper No. 16-48
Number of pages: 78 Posted: 29 Jun 2016 Last Revised: 04 Sep 2020
Working Paper Series
Isaac Hacamo and Kristoph Kleiner
Indiana University - Kelley School of Business - Department of Finance and Indiana University - Kelley School of Business - Department of Finance
Downloads 479
195.

Would Stricter Capital Requirements Raise the Cost of Capital? Bank Capital Regulation and the Low Risk Anomaly

Number of pages: 52 Posted: 16 Mar 2013
Working Paper Series
Malcolm P. Baker and Jeffrey Wurgler
Harvard Business School and NYU Stern School of Business

Multiple version iconThere are 5 versions of this paper

Downloads 479
196.

Location Choice, Portfolio Choice

2019 Academic Research Colloquium for Financial Planning and Related Disciplines, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 47 Posted: 18 Nov 2016 Last Revised: 07 Nov 2019
Accepted Paper Series
Ioannis Branikas, Harrison G. Hong and Jiangmin Xu
University of Oregon, Lundquist College of Business, Department of Finance, Columbia University, Graduate School of Arts and Sciences, Department of Economics and Peking University - Guanghua School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 476
197.

Opportunistic Behavior, External Monitoring Mechanisms, Corporate Governance, and Earnings Management

Acc. Fin. Review 3 (1) 44 – 52 (2018)
Number of pages: 9 Posted: 11 May 2018
Accepted Paper Series
Agustina Chandra and Linda Wimelda
Trisakti School of Management and Trisakti School of Management
Downloads 476
198.

Risks in Advanced Age

Guillemette, M. A. (2017). Risks in Advanced Age. Journal of Financial Planning. Forthcoming.
Number of pages: 13 Posted: 15 Mar 2017 Last Revised: 18 Jul 2017
Accepted Paper Series
Michael Guillemette
Texas Tech University - Department of Personal Financial Planning
Downloads 464
199.

Smooth Trading with Overconfidence and Market Power

Review of Economic Studies, Forthcoming
Number of pages: 94 Posted: 10 Apr 2014 Last Revised: 31 Aug 2017
Working Paper Series
Albert S. Kyle, Anna A. Obizhaeva and Yajun Wang
University of Maryland, New Economic School (NES) and City University of NY, Baruch College, Zicklin School of Business
Downloads 464
200.

Profit Sharing in Hedge Funds

Number of pages: 34 Posted: 19 Sep 2011 Last Revised: 21 Jun 2016
Working Paper Series
Xue Dong He and Steven Kou
The Chinese University of Hong Kong - Department of Systems Engineering and Engineering Management and Boston University

Multiple version iconThere are 2 versions of this paper

Downloads 462