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Displaying results 1 to 6 of 6.

  1. Attention to extreme returns
    Author: Godker, Katrin; Lukas, Moritz
    Published: [2021]
    Publisher:  Netspar, Network for Studies on Pensions, Aging and Retirement, [Tilburg]

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    ZSS 32
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: This version: February 8, 2021
    Series: Array ; 2021, 038 (02)
    Subjects: Attention; Investor Behavior; Stock Market; Experiments
    Scope: 1 Online-Ressource (circa 53 Seiten), Illustrationen
  2. Investor memory
    Author: Godker, Katrin; Jiao, Peiran; Smeets, Paul
    Published: [2021]
    Publisher:  Netspar, Network for Studies on Pensions, Aging and Retirement, [Tilburg]

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    ZSS 32
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: This version: November, 2021
    Series: Array ; 2021, 036 (11)
    Subjects: Memory; Selective Recall; Beliefs; Motivated Reasoning; Investor Behavior; Experimental Economics
    Scope: 1 Online-Ressource (circa 63 Seiten), Illustrationen
  3. Theoretical asset pricing under behavioral decision making
    Author: Vries, Martijn Alexander de
    Published: [2022]
    Publisher:  Tilburg University, Tilburg

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 181
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    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Online
    ISBN: 9789056686772
    Other identifier:
    Series: [Dissertation series] / [Center for Economic Research, Tilburg University] ; [nr. 675 (2022)]
    Subjects: Behavioral Decision Making; Investors; Limited Attention; Asset Pricing; Probability Weighting; Equity Risk; Investor Behavior; Behavioral Finance; Risk Premia; Term Structure; Skewness; Trading Volume; Random Variables; Finance; Risk-Averse; Financial Markets
    Scope: 1 Online-Ressource (circa 163 Seiten), Illustrationen
    Notes:

    Dissertation, Tilburg University, 2022
  4. Investor behavior and financial markets
    Author: Barahona, Ricardo
    Published: [2021]
    Publisher:  Tilburg University, Tilburg

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 181
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    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Online
    ISBN: 9789056686611
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    Series: [Dissertation series] / [Center for Economic Research, Tilburg University] ; [nr. 660 (2021)]
    Subjects: Predictability; Investor Behavior; Asset Prices; Financial Markets; Behavioral Biases; Retail Investors; Investor Protection; Managers; Organizing; Investment Decision
    Scope: 1 Online-Ressource (circa 177 Seiten), Illustrationen
    Notes:

    Dissertation, Tilburg University, 2021
  5. Decomposing the disposition effect
    Author: Maier, Johannes K.; Fischer, Dominik Simon
    Published: [2021]
    Publisher:  Collaborative Research Center Transregio 190, [München]

    We theoretically show that there is a fundamental disconnect be- tween the disposition effect, i.e., investors’ tendency to sell winning assets too early and losing assets too late, and its common empirical measure, namely a positive difference... more

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    We theoretically show that there is a fundamental disconnect be- tween the disposition effect, i.e., investors’ tendency to sell winning assets too early and losing assets too late, and its common empirical measure, namely a positive difference between the proportion of gains and losses re- alized. While its common measure cannot identify the disposition effect, it identifies the presence of some systematic bias. We further investigate the measure’s comparative statics regarding markets, investors’ information level, and their attention. Besides generating novel testable predictions, this analysis reveals that, in contrast to the measure’s sign, variations in its magnitude are informative for its cause.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/244328
    Series: Discussion paper / Rationality & Competition, CRC TRR 190 ; no. 288 (October 18, 2021)
    Subjects: Disposition Effect; Rational Benchmark; Investor Behavior; Behavioral Biases; Market Segments; Financial Attention; Information Level
    Scope: 1 Online-Ressource (circa 59 Seiten), Illustrationen
  6. Essays on extreme returns and investor behavior
    Author: Bi, Jia
    Published: [2024]
    Publisher:  Tilburg University, Tilburg

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    VS 181
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    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Online
    ISBN: 9789056687304
    Other identifier:
    Series: [Dissertation series] / [Center for Economic Research, Tilburg University] ; [nr. 728 (2024)]
    Subjects: Extreme Returns; Investor Behavior; Stock Returns; Investor Sentiment; Retail; Value At Risk; Institutional Trading; Lottery; Retail Investors; Institutional Investors; China; United States of America
    Scope: 1 Online-Ressource (circa 263 Seiten), Illustrationen
    Notes:

    Dissertation, Tilburg University, 2024