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Content
January 2024, Volume 25, Issue 1
- 1-14 Hype as a Factor on the Global Market: The Case of Bitcoin
by Alexander Nepp & Fedor Karpeko - 15-29 Central Bank Information Shocks, Value Gains, and Value Crashes
by Samer Adra & Elie Menassa - 30-45 A Behavior Perspective of Distress Anomaly: Evidence From Overnight Returns
by Ming-Che Hu & Alex YiHou Huang & Dan-Liou Yu & Rui-Xiang Zhai - 46-61 The Value of “Brand” in the Chinese Stock Market: The Impact of Brand Attention on Stock Performance and the Moderation Role of Investor Sentiment
by Shuqin Liu & Diandian Ma & Xuerong Li & Xiuting Li & Lijun Yin - 62-78 Do Behavioral Biases Influence the Length of Sell-Side Analysts’ Observable Careers?
by Manapon Limkriangkrai & Robert B. Durand & Lucia Fung - 79-91 Implied Volatility Spread and Stock Mispricing
by Zhen Cao & Surya Chelikani & Osman Kilic & Xuewu (Wesley) Wang - 92-110 Investor Herding and Price Informativeness in Global Markets: Evidence from Earnings Announcements
by Tao Chen & Robert K. Larson & Han Mo - 111-119 The Impact of Google Searches, Put-Call Ratio, and Trading Volume on Stock Performance Using Wavelet Coherence Analysis: The AMC Case
by Evangelos Vasileiou & Polydoros Tzanakis
October 2023, Volume 24, Issue 4
- 383-397 Herding in Imperial Russia: Evidence from the St. Petersburg Stock Exchange (1865–1914)
by Konstantinos Gavriilidis & Vasileios Kallinterakis - 398-410 Prediction of Investor-Specific Trading Trends in South Korean Stock Markets Using a BiLSTM Prediction Model Based on Sentiment Analysis of Financial News Articles
by Jae Jung Han & Hyun-jung Kim - 411-427 Does Analyst Optimism Fuel Stock Price Momentum?
by Jimmy Lockwood & Larry Lockwood & Hong Miao & Mohammad Riaz Uddin & Keming Li - 428-449 Bank Monitoring Prevents Managerial Procrastination: Evidence from the Timing of Earnings Announcements
by Chih-Huei (Debby) Su Banks - 450-465 Reassessing the Predictability of the Investor Sentiments on US Stocks: The Role of Uncertainty and Risks
by Mobeen Ur Rehman & Ibrahim D. Raheem & Abdel Razzaq Al Rababa’a & Nasir Ahmad & Xuan Vinh Vo - 466-478 Ambiguous Text
by Eric Tham - 479-494 GREEDS and Stock Returns: Evidence from Global Stock Markets
by Garima Goel & Saumya Ranjan Dash - 495-510 The Relationship between Analyst Coverage and Overinvestment, and the Mediating Role of Corporate Governance. Evidence From China
by Chia-Hsien Tang & Yen-Hsien Lee & Wan-Zhu Lu & Li Wei - 511-529 Behavioral Biases and the Asset Growth Anomaly
by Qingzhong Ma & David Whidbee & Wei Zhang
July 2023, Volume 24, Issue 3
- 259-275 Risk Preference Elicitation and Financial Advice Taking
by David J. Streich - 276-289 The Impact of Investor Sentiment on Bitcoin Returns and Conditional Volatilities during the Era of Covid-19
by Derya Güler - 290-302 How Do Limit Orders Affect the Disposition Effect on Highly Liquid Markets – Experimental Finance Evidence
by Hana Dvorackova & Tomas Tichy & Marek Jochec - 303-314 Determinants of Put-Call Disparity: Kospi 200 Index Options
by Sam Kim & Jimmy Lockwood & Larry Lockwood & Hong Miao - 315-332 The Resource-Constrained Brain: A New Perspective on the Equity Premium Puzzle
by Hammad Siddiqi & Austin Murphy - 333-344 Predicting Stock and Bond Market Returns with Emotions: Evidence from Futures Markets
by Jiancheng Shen & John Griffith & Mohammad Najand & Licheng Sun - 345-364 V-Shaped Disposition Effect, Stock Prices, and Post-Earnings-Announcement Drift: Evidence from Korea
by Minki Kim & Toyoung Kim & Tong Suk Kim - 365-381 Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries
by Oguzhan Cepni & Rangan Gupta & Qiang Ji
April 2023, Volume 24, Issue 2
- 131-146 The Effects of Herding on Betas and Idiosyncratic Risk
by Petros Messis & Antonis Alexandridis & Achilleas Zapranis - 147-160 Independence of Intrinsic Valuations and Stock Recommendations – Experimental Evidence from Equity Research Analysts and Investors
by Ran Barniv & Wei Li & Timothy Miller - 161-170 Are All the Sentiment Measures the Same?
by Qiang Bu - 171-182 Impact of Firm-Initiated Tweets on Stock Return and Trading Volume
by Aditya Ganesh & Subramanian Iyer - 183-201 Founder-Led Firms and Operational Litigation Risk
by Mohammad Hashemi Joo & Edward Lawrence & Yuka Nishikawa - 202-218 Does Sentiment Impact Cryptocurrency?
by Anamika & Madhumita Chakraborty & Sowmya Subramaniam - 219-237 Momentum, Information, and Herding
by Zhilu Lin & Wentao Wu & Haoran Zhang - 238-257 News Credibility and Influence within the Financial Markets
by Zhen Yu & Michael D. Wang & Xiangdong Wei & Jie Lou
January 2023, Volume 24, Issue 1
- 1-21 Institutional Overcrowding Everyday
by Numan Ülkü & Olena Onishchenko - 22-40 Languages and Dividend Policy
by Yuka Nishikawa & Mohammad Hashemi Joo & Ali M. Parhizgari - 41-55 Can Investors Adjust for Managerial Bias?
by James Smith & Lisa Koonce - 56-72 Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data
by Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri - 73-96 The Role of Investor Sentiment and Valuation Uncertainty in the Changes around Analyst Recommendations: Evidence from U.S. Firms
by Ahmed Bouteska & Mehdi Mili - 97-110 To Herd or Not to Herd: Do Intangible Assets Affect the Behavior of Financial Analyst Recommendations?
by Reuben Segara & Bochen Wu & Juan Yao - 111-122 Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning
by Rangan Gupta & Jacobus Nel & Christian Pierdzioch - 123-130 Irrational Exuberance or the Money-Trust Power Grab: Was the Panic of 1907 Truly a Speculative Bubble or a Financial Coup D'état?
by Richard LaRocca & Randall Valentine & Thomas Cunningham
November 2022, Volume 23, Issue 4
- 367-367 Letter from the Editor
by Brian Bruce - 368-370 Introduction to the Special Issue in Honor of Professor Vernon Lomax Smith
by Mark DeSantis & David Porter - 371-387 My Risk, Your Risk, and Our Risk: Costly Deviation in Delegated Risk-Taking Environments
by Jason A. Aimone & Xiaofei Pan - 388-407 Informational Price Cascades and Non-Aggregation of Asymmetric Information in Experimental Asset Markets
by Jason Shachat & Anand Srinivasan - 408-426 How Dictators Use Information about Recipients
by Joy Buchanan & Laura Razzolini - 427-437 Emotional Differences between Isomorphic Auctions
by Adriana Breaban & Cary Deck & Erik Johnson - 438-456 Motives for Cooperation in the One-Shot Prisoner’s Dilemma
by Mark Schneider & Timothy Shields - 457-465 Return Predictability in Laboratory Asset Markets
by Zhongming Cheng & Shengle Lin
July 2022, Volume 23, Issue 3
- 241-261 Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment
by Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia - 262-280 Does Perception Matter in Asset Pricing? Modeling Volatility Jumps Using Twitter-Based Sentiment Indices
by Anthony Sanford - 281-300 The Sobering Up Effect: Why Analysts Become Less Optimistic as the Release of Actual Earnings Gets Closer
by Woan-Yuh Jang & Chun-Ching Ho - 301-315 Price Clustering, Preferences for Round Prices, and Expected Returns
by Benjamin M. Blau & Todd G. Griffith & Ryan J. Whitby - 316-326 Dispersed Analysts’ Forecasts of Firms’ Operational Uncertainties and Stock Returns
by Chang Liu & Haiyue Liu & Xi Chen & Yin Zhang & Min Guo - 327-337 Investors’ Uncertainty and Forecasting Stock Market Volatility
by Ruipeng Liu & Rangan Gupta - 338-352 Past Stock Returns and the MAX Effect
by Surya Chelikani & Osman Kilic & Xuewu (Wesley) Wang - 353-365 Employing Google Trends and Deep Learning in Forecasting Financial Market Turbulence
by Anastasios Petropoulos & Vasileios Siakoulis & Evangelos Stavroulakis & Panagiotis Lazaris & Nikolaos Vlachogiannakis
May 2022, Volume 23, Issue 2
- 123-131 Thought Viruses and Asset Prices
by Wolfgang Kuhle - 132-149 Strategic Announcement Sequencing: Earnings and M&A Announcements
by Huajing Hu & Katarzyna Platt & Chih-Huei (Debby) Su - 150-165 Bitcoin Sentiment Index, Bitcoin Performance and US Dollar Exchange Rate
by Suresh Kumar Oad Rajput & Ishfaque Ahmed Soomro & Najma Ali Soomro - 166-174 Retail Investors Use XBRL Structured Data? Evidence from the SEC’s Server Log
by Ken H. Guo & Xiaoxiao Yu - 175-188 Negativity Bias of Analyst Forecasts
by Yuk Ying (Candie) Chang & Wei Hao - 189-209 Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties
by Hardik A. Marfatia & Christophe André & Rangan Gupta - 210-229 Selective Attention in Exchange Rate Forecasting
by Svatopluk Kapounek & Zuzana Kučerová & Evžen Kočenda - 230-239 What Drives Herding Behavior in the Cryptocurrency Market?
by Mouna Youssef
January 2022, Volume 23, Issue 1
- 1-22 Feedback Trading in Currency Markets: International Evidence
by Mohammad Tayeh & Vasileios Kallinterakis - 23-42 Are Business Valuators Biased? A Psychological Perspective on the Causes of Valuation Disputes
by Marc J. R. Broekema & Niek Strohmaier & Jan A. A. Adriaanse & Jean-Pierre I. van der Rest - 43-57 Market Stress and Herding: A New Approach to the Cryptocurrency Market
by Gerson de Souza Raimundo Júnior & Rafael Baptista Palazzi & Ricardo de Souza Tavares & Marcelo Cabus Klotzle - 58-72 Do Oil Prices and Financial Indicators Drive the Herding Behavior in Commodity Markets?
by Mouna Youssef - 73-91 Behavioral Heterogeneity in the Stock Market Revisited: What Factors Drive Investors as Fundamentalists or Chartists?
by Leon Li & Peter Miu - 92-105 Dynamics of Phase Transitions in Expectations for Financial Markets: An Agent-Based, Multicomponent Model
by Steven D. Silver & Marko Raseta & Alina Bazarova - 106-122 Intuition in Investment Decision-Making Across Cultures
by Haili Wu
October 2021, Volume 22, Issue 4
- 351-367 How Market Sentiment Drives Forecasts of Stock Returns
by Roman Frydman & Nicholas Mangee & Josh Stillwagon - 368-381 Does Investor Attention Affect Stock Trading and Returns? Evidence from Publicly Listed Firms in China
by Dan Yang & Tingyu Ma & Yuetang Wang & Guojun Wang - 382-402 Social Comparison and Wealth Inequality in a Leveraged Asset Market
by Cary Deck & Li Hao & Weineng Xu & Timothy J. Yeager - 403-419 Anger, Fear, and Investor’s Information Search Behavior
by Michael J. Wynes - 420-442 A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns
by Pedro Manuel Nogueira Reis & Carlos Pinho - 443-460 The Conflicting Links between Forecast-Confidence and Trading Propensity
by Doron Sonsino & Yaron Lahav & Amir Levkowitz - 461-479 When it Pays to Ignore: Focusing on Top News and their Sentiment
by Matthias W. Uhl & Milos Novacek - 480-489 Using Deep Learning to Develop a Stock Price Prediction Model Based on Individual Investor Emotions
by Jaeheon Chun & Jaejoon Ahn & Youngmin Kim & Sukjun Lee - 490-498 High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment
by Mehmet Balcilar & Elie Bouri & Rangan Gupta & Clement Kweku Kyei
July 2021, Volume 22, Issue 3
- 235-253 Political Cognitive Biases Effects on Fund Managers’ Performance
by Marian W. Moszoro - 254-264 The Influence of Daily Price Extremes on Short-Term Stock Returns
by Ray R. Sturm - 265-279 Investor Attention, Divergence of Opinions, and Stock Returns
by Zhen Cao & Osman Kilic & Xuewu (Wesley) Wang - 280-288 Analyzing the Importance of Forward Orientation in Financial Development-Economic Growth Nexus: Evidence from Big Data
by Taniya Ghosh & Prashant Mehul Parab & Sohini Sahu - 289-305 On the Rationality of Institutional Investors: The Case of Major Industrial Accidents
by Cécile Carpentier & Jean-Marc Suret - 306-319 News and Market Efficiency in the Japanese Stock Market
by Wenti Du - 320-337 Uncertainty, Fear and Herding Behavior: Evidence from Size-Ranked Portfolios
by David Y. Aharon - 338-349 On the Physiology of Investment Biases: The Role of Cortisol and Testosterone
by John R. Nofsinger & Fernando M. Patterson & Corey A. Shank
April 2021, Volume 22, Issue 2
- 113-125 The Impact of the Big Fish Effect on Investor Reactions to Financial and Nonfinancial Disclosure
by Kimberly K. Moreno & Yue (May) Zhang - 126-140 Corporate Divestiture Decisions and Long-Run Performance
by Dung (June) Pham & Thanh Nguyen & Trang Minh Pham & Hari Adhikari - 141-154 Unfamiliarity Breeds Resentment: Familiarity Bias in Inaugural Credit Ratings
by Douglas Ayres & Steven Dolvin - 155-169 An Experiment on Diversification and Path Dependence
by Brian Kluger & Jennifer Miele - 170-188 Investor’s Intrinsic Motives and the Valence of Word-of-Mouth in Sequential Decision-Making
by Fawad Ahmad & Raffaele Oriani & Matteo De Angelis - 189-200 What Causes the Disposition Effect? Evidence from Corporate Insiders
by Charles Favreau & Ryan Garvey - 201-213 Spontaneous Volatility: Fooled by Reflexive Randomness
by Patrick Schotanus & Aaron Schurger - 214-220 Are Markets Efficient? A Quantum Mechanics View
by Evangelos Vasileiou - 221-234 Social Media Sentiment in International Stock Returns and Trading Activity
by Selin Duz Tan & Oktay Tas
January 2021, Volume 22, Issue 1
- 1-9 Home Bias and the Power of Branding
by Sivan Riff & Yossi Yagil - 10-25 A Goals-Based Theory of Utility
by Franklin J. Parker - 26-45 Net Buyers of Attention-Grabbing Stocks? Who Exactly Are They?
by Liron Reiter Gavish & Mahmoud Qadan & Joseph Yagil - 46-55 Mutual Fund Alpha: Is It Managerial or Emotional?
by Qiang Bu - 56-64 Does Country Matter to Investor Herding? Evidence from an Intraday Analysis
by Tao Chen - 65-73 Can CEOs Change the Market Perception by Giving Interviews to the Media?
by Ela Ostrovsky-Berman - 74-83 Conditional Risk Premiums and the Value Function of Prospect Theory
by Martin Walther & Markus Münster - 84-96 Fast and Slow Investments in Asset Markets: Influences on Risk Taking
by Tommy Gärling & Dawei Fang & Martin Holmen & Patrik Michaelsen - 97-112 Investor Attention and Merger Announcements
by Hongqi Liu & Karolina Krystyniak
October 2020, Volume 21, Issue 4
- 337-351 Potential Underdog Bias, Overconfidence and Risk Propensity in Investor Decision-Making Behavior
by Sean Combrink & Charlene Lew - 352-368 A Cointegrated VAR Analysis of Stock Price Models: Fundamentals, Psychology and Structural Change
by Nicholas Mangee & Michael D. Goldberg - 369-384 Investor Overconfidence in Experimental Asset Markets across Market States
by Chris Meier & Lurion De Mello - 385-398 Attention: Implied Volatility Spreads and Stock Returns
by Xuechen Gao & Xuewu (Wesley) Wang & Zhipeng Yan - 399-411 Does the Value Premium Decline with Investor Interest in Value?
by Gunter Löffler - 412-422 Forecasting Foreign Exchange Markets Using Google Trends: Prediction Performance of Competing Models
by Jordan Wilcoxson & Lendie Follett & Sean Severe - 423-441 The Role of Market Sentiment in Asset Allocations and Stock Returns
by Jitka Hilliard & Arun Narayanasamy & Shen Zhang - 442-455 Content and Characteristics of Private in-House Meetings
by Jian Chen & Yixiao Zhou & Zhen Qi
July 2020, Volume 21, Issue 3
- 219-232 S&P 500 Affiliation and Stock Price Informativeness
by Shinhua Liu - 233-247 Does Probability Weighting Drive Lottery Preferences?
by Benjamin M. Blau & R. Jared DeLisle & Ryan J. Whitby - 248-265 Unexpected Share Repurchase Announcements
by June Dung Pham & Thanh Nguyen & Hari Adhikari & Trang Minh Pham - 266-283 Why do Households Leave Money on the Table? The Case of Subsidized Pension Products
by Tobias Meyll & Thomas Pauls & Andreas Walter - 284-300 Underperformance of Actively Managed Portfolios: Some Behavioral Insights
by Eben Otuteye & Mohammad Siddiquee - 301-310 Development of Scale to Measure Objectives-Oriented Investment Behavior
by Sanjay Rastogi & Saurabh Gupta - 311-322 Private Information Transmission, Momentum and Reversal
by Haijun Yang & Wei Xia - 323-335 Numerosity: Forward and Reverse Stock Splits
by Jessica West & Carol Azab & K. C. Ma & Michael Bitter
April 2020, Volume 21, Issue 2
- 117-127 Crash Fears and Stock Market Effects: Evidence From Web Searches and Printed News Articles
by Jussi Nikkinen & Jarkko Peltomäki - 128-135 Exuberance in Financial Markets: Evidence from Machine Learning Algorithms
by Jan Viebig - 136-156 Are Time Preference and Risk Preference Associated with Cognitive Intelligence and Emotional Intelligence?
by Lucy F. Ackert & Richard Deaves & Jennifer Miele & Quang Nguyen - 157-173 Does Implied Volatility Pricing Follow the Tenets of Prospect Theory?
by François Desmoulins-Lebeault & Luc Meunier & Sima Ohadi - 174-185 Country herding in the global market
by Tao Chen - 186-204 Short Selling Pressure, Reporting Transparency, and the Use of Real and Accruals Earnings Management to Meet Benchmarks
by Kristina Rennekamp & Kathy Rupar & Nicholas Seybert - 205-217 Overnight Returns: An International Sentiment Measure
by Florian Weißofner & Ulrich Wessels
January 2020, Volume 21, Issue 1
- 1-13 The Power of Peers: Prompting Savings Behavior Through Social Comparison
by Martina Raue & Lisa A. D'Ambrosio & Joseph F. Coughlin - 14-26 Heaping on Dividends: The Role of Dividend Size and Information Uncertainty
by Keith Jakob & Yoonsoo Nam - 27-41 Does Investor Sentiment Drive Stock Market Bubbles? Beware of Excessive Optimism!
by Wei-Fong Pan - 42-56 Emotions in the Stock Market
by John Griffith & Mohammad Najand & Jiancheng Shen - 57-65 Investor Sentiment and Mutual Fund Alpha
by Qiang Bu - 66-77 A Closer Look at the Disposition Effect in U.S. Equity Option Markets
by Kelley Bergsma & Andy Fodor & Emily Tedford - 78-102 Perceived Attractiveness of Structured Financial Products: The Role of Presentation Format and Reference Instruments
by Vladimir Anic & Martin Wallmeier - 103-115 Investor Attention and Cryptocurrency Returns: Evidence from Quantile Causality Approach
by Sowmya Subramaniam & Madhumita Chakraborty
October 2019, Volume 20, Issue 4
- 385-407 Single Stock Call Options as Lottery Tickets: Overpricing and Investor Sentiment
by Luiz Félix & Roman Kräussl & Philip Stork - 408-423 The Herds of Bulls and Bears in Leveraged ETF Market
by Stephen Bahadar & Haroon Mahmood & Rashid Zaman - 424-436 Using Annual Report Sentiment as a Proxy for Financial Distress in U.S. Banks
by Priyank Gandhi & Tim Loughran & Bill McDonald - 437-450 Institutional Investment Patterns in Gender-Diverse Firms
by Jodonnis Rodriguez & Edward R. Lawrence - 451-470 Does Asymmetric Information Drive Herding? An Empirical Analysis
by Yaseen S. Alhaj-Yaseen & Xi Rao - 471-489 Option Market Signals and the Disposition Effect Around Equity Earnings Announcements
by Adam C. Harper & Salil K. Sarkar - 490-503 Sophisticated Investor Attention and Market Reaction to Earnings Announcements: Evidence From the SEC’s EDGAR Log Files
by Ruihai Li & Xuewu (Wesley) Wang & Zhipeng Yan & Yan Zhao
July 2019, Volume 20, Issue 3
- 255-266 Risk Willingness and Perceived Utilities to Explain Risky Investment Choices: A Behavioral Model
by Philip Y. K. Cheng - 267-293 An Empirical Analysis of Investor Confidence Incorporated in Market Prices
by Austin Murphy & Liang Fu - 294-303 Investor Attention and Stock Price Movement
by Chiao-Ming Cheng & Alex YiHou Huang & Ming-Che Hu - 304-315 Investors’ Uncertainty and Stock Market Risk
by Diego Escobari & Mohammad Jafarinejad - 316-338 Does Internet Search Volume Predict Market Returns and Investors’ Trading Behavior?
by Bonha Koo & Joon Chae & Hyungjoo Kim - 339-353 Myopic Loss Aversion, Personality, and Gender
by Robert B. Durand & Lucia Fung & Manapon Limkriangkrai - 354-368 How Do Investors Determine Stock Prices after Large Price Shocks?
by Kevin Brady & Arjan Premti - 369-383 The Chinese Media Effect in Bull and Bear Markets
by Tzu-Lun Huang
April 2019, Volume 20, Issue 2
- 127-138 The Psychological Predictors of Older Preretirees’ Financial Self-Efficacy
by Sarah D. Asebedo & Martin C. Seay & Kristy Archuleta & Gary Brase - 139-153 Anchoring-Adjusted Option Pricing Models
by Hammad Siddiqi - 154-172 Exogenous and Endogenous Attention and the Convergence of Analysts’ Forecasts
by Robert B. Durand & Manapon Limkriangkrai & Lucia Fung - 173-194 Forecaster Overconfidence and Market Survey Performance
by Richard Deaves & Jin Lei & Michael Schröder - 195-212 Industry Herding and the Profitability of Momentum Strategies During Market Crises
by Riza Demirer & Huacheng Zhang - 213-226 Does Social Media Get Your Attention?
by Di Wu - 227-238 Big Data Algorithmic Trading Systems Based on Investors’ Mood
by Raúl Gómez Martínez & Miguel Prado Román & Paola Plaza Casado - 239-254 Market Moods and Network Dynamics of Stock Returns: The Bipolar Behavior
by Ali Irannezhad Ajirlou & Hamidreza Esmalifalak & Maryam Esmalifalak & Sahar Pordeli Behrouz & Farid Soltanalizadeh
January 2019, Volume 20, Issue 1
- 1-18 When Are Investors Rational?
by Saptarshi Mukherjee & Sankar De - 19-30 Price Clustering and Investor Sentiment
by Benjamin M. Blau - 31-41 News Sentiment: A New Yield Curve Factor
by Nina Gotthelf & Matthias W. Uhl - 42-52 Market Volatility and Financial Satisfaction: The Role of Financial Self-Efficacy
by Sarah Asebedo & Patrick Payne - 53-65 Collective Perception and Exchange Rates
by Markum Reed & Kaotar Ankouri - 66-72 Is Knowledge Cursed When Forecasting the Forecasts of Others?
by Swee-Hoon Chuah & Robert Hoffmann & Bin Liu & Monica Tan - 73-80 Does High Stock Price Synchronicity Always Hurt Mutual Fund Industry? Sentiment Matters
by Feng Dong & Son Dang Wilson - 81-95 Paradigm Conflict and the Wealth Effects of Blockholder Formation in Private Target Acquisitions
by Samer Adra & Elie Menassa - 96-106 Improved Mutual Fund Investment Choice Architecture
by Philip W. S. Newall & Katie N. Parker - 107-126 Individual Differences in the Disposition Effect
by Marco Cecchini & Emanuele Bajo & Paolo Maria Russo & Maurizio Sobrero
October 2018, Volume 19, Issue 4
- 1-1 Editorial Board EOV
by The Editors - 365-380 Trading Behavior and Monetary Policy News
by Lee A. Smales - 381-395 Family Governance Signals and Heterogeneous Preferences of Investors
by Keith Duncan & Tim Hasso - 396-406 Stock Returns and the Tone of Marketplace Information: Does Context Matter?
by Nicholas Mangee - 407-420 Informed and Uninformed Trading With Correlated Assets: An Experimental Study
by Philippe Grégoire & Jonathan Coupland - 421-433 Aggregate Investor Confidence in the Stock Market
by Chris Meier - 434-441 The Effect of Advanced Age and Equity Values on Risk Preferences
by David Blanchett & Michael Finke & Michael Guillemette - 442-449 Is CAPM a Behavioral Model? Estimating Sentiments from Rationalism
by Nicholas Apergis & Mobeen Ur Rehman - 450-461 A New Method of Measuring Financial Risk Aversion Using Hypothetical Investment Preferences: What Does It Say in the Case of Gender Differences?
by A. Seddik Meziani & Elliot Noma - 462-482 Relative Value Hedge Funds: A Behavioral Modeling of Hedge Fund Risk and Return Factors
by L. Mick Swartz & Farrokh Emami-Langroodi - 483-497 Herding Behavior among Exchange-Traded Funds
by Gerasimos G. Rompotis
July 2018, Volume 19, Issue 3
- 249-270 Anchoring-Adjusted Capital Asset Pricing Model
by Hammad Siddiqi - 271-290 The Paradoxical Behavioral Effects of a Directional Goal on Investors' Risk Perceptions and Valuation Judgments
by W. Brooke Elliot & Kristina Marie Rennekamp & Brian J. White - 291-307 Merger Speculation in Financial Media: The Valuation of Investigative Reporting
by Christopher Yost-Bremm & Emily Huang - 308-318 How (Over) Confident Are Financial Analysts?
by Ning Du & David V. Budescu - 319-333 Value Functions for Prospect Theory Investors: An Empirical Evaluation for U.S. Style Portfolios
by Evanthia K. Zervoudi - 334-348 Behavioral Factors in Equity Allocation Decisions: A Large-Scale Experimental Study With Context
by Lisa R. Anderson & Beth A. Freeborn & Jason P. Hulbert - 349-363 The Effect of Confidence in Valuation Estimates on Arbitrager Behavior and Market Prices
by Austin Murphy & Liang Fu
April 2018, Volume 19, Issue 2
- 125-140 Do Energy Prices Affect U.S. Investor Sentiment?
by Nicholas Apergis & Arusha Cooray & Mobeen Ur Rehman - 141-158 Global and Extreme Dependence Between Investor Sentiment and Stock Returns in European Markets
by Paulo Horta & Júlio Lobão - 159-176 The Availability Heuristic and Reversals Following Large Stock Price Changes
by Andrey Kudryavtsev - 177-189 Are Investors Rational When Valuing Loss Firms?
by Cécile Carpentier & Frédéric Romon & Jean-Marc Suret - 190-198 Impatience and Inconsistency in Intertemporal Choice: An Experimental Analysis
by María José Muñoz Torrecillas & Taiki Takahashi & Jesús Gil Roales-Nieto & Salvador Cruz Rambaud & Zaida Callejón Ruiz & Blas Torrecillas Jover - 199-208 Bank-Affiliated Mutual Fund Managers' Trading Patterns of Parent Banks' Stocks: International Evidence
by Fernando Gómez-Bezares & Wojciech Przychodzen - 209-220 Do Survey Probabilities Match Financial Market Beliefs?
by Robin L. Lumsdaine & Rogier J. D. Potter van Loon - 221-234 Measuring Financial Risk Attitude: How to Apply Both Regulatory and Scientific Criteria to Ensure Suitability
by Bernhard A. Metzger & Robert R. Fehr - 235-248 How Does High-Frequency Trading Affect Low-Frequency Trading?
by Kun Li & Rick Cooper & Ben Van Vliet
January 2018, Volume 19, Issue 1
- 1-15 Can Fraudulent Cues Be Transmitted by Innocent Participants?
by Pamela R. Murphy & Lynnette Purda & David Skillicorn