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Investor psychology: a behavioural explanation of six finance puzzles

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Author Info
Henriette Prast

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Abstract

This paper surveys the behavioural finance explanation of six puzzles of finance. These puzzles are: stock price under- and overreactions, excessive trading and the gender puzzle, financial hypes and panic, the equity premium puzzle, the winner/loser puzzle and the dividend puzzle. After an introduction of prospect theory and a description of heuristics and biases in the judgment of information, the paper applies behavioural insights to explain the puzzles.

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File URL: http://www.dnb.nl/en/binaries/Research%20Series%20Supervision%20no%2064_tcm47-146072.pdf
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Paper provided by Netherlands Central Bank, Directorate Supervision in its series Research Series Supervision (discontinued) with number 64.

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Date of creation: Mar 2004
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Handle: RePEc:dnb:ressup:64

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Related research
Keywords: psychology; behavioural finance;

Find related papers by JEL classification:
G1 - Financial Economics - - General Financial Markets
D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General

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This page was last updated on 2009-12-15.


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