This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Impact des résultats passés sur l’aversion au risque de l’investisseur (The impact of past results on the investor's risk)

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Eric VERNIER () (labrii, ULCO)
Aymeric BOUCHIE DE BELLE () (labrii, ULCO)
Abstract

Dans un contexte de crise, il est facile de perdre ses repères, et les comportements irrationnels actuels, la panique généralisée des investisseurs le démontrent. Alors que de nombreuses cessations de paiement des ménages américains étaient constatées depuis plusieurs mois, de nombreux investisseurs ont continué à acheter des produits liés au marché des subprimes. Une lecture de l’histoire financière souligne le caractère récurrent et global des anomalies de marché. Le présent article cherche à savoir en quoi de bons résultats financiers passés influencent l’aversion au risque d’un investisseur. In a context of crisis, it is easy to lose its points of reference; the current irrational behaviours and the general panic of investors demonstrate it. While for sevenal months, many american households have been unable to meet their financial obligation, some investors have kept on buying financial products linked to the market of the subprimes. An interpretation of the financial history underlines the recurring and global character of the markets' abnormalities. The present article tries to know how good financial results achieved in the past can influence the investor’s risk aversion.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://riifr.univ-littoral.fr/wp-content/uploads/2009/02/doc-209.pdf
File Format: application/pdf
File Function: First version, 2009
Download Restriction: no

Publisher Info
Paper provided by Laboratoire de Recherche sur l'Industrie et l'Innovation. ULCO / Research Unit on Industry and Innovation in its series Working Papers with number 209.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: Feb 2009
Date of revision:
Publication status: Published in Cahiers du Lab.RII, Febrary 2009
Handle: RePEc:rii:riidoc:209

Contact details of provider:
Postal: Maison de la recherche en sciences de l'homme, 21 quai de la Citadelle, 59140 Dunkerque
Phone: (33) 3 28 23 71 35
Fax: (33) 3 28 23 71 43 or (33) 3 28 23 71 10
Email:
Web page: http://riifr.univ-littoral.fr/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Philippe Chagnon).

Related research
Keywords: irrational behaviors; financial history; investor’s risk aversion;

Find related papers by JEL classification:
G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies
G19 - Financial Economics - - General Financial Markets - - - Other
O16 - Economic Development, Technological Change, and Growth - - Economic Development - - - Financial Markets; Saving and Capital Investment

This paper has been announced in the following NEP Reports:

Statistics
Access and download statistics

Did you know? Over five million full texts a year are downloaded through IDEAS.

This page was last updated on 2009-11-10.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.