IDEAS home Printed from https://ideas.repec.org/h/spr/advbcp/978-94-6463-835-6_26.html

A Study of Investor Decision-Making Behavior Based on Behavioral Finance

In: Proceedings of the 2025 3rd International Academic Conference on Management Innovation and Economic Development (MIED 2025)

Author

Listed:
  • Zhongzhe Sun

    (Xi’an Jiaotong-Liverpool University, School of Mathematics and Physics)

Abstract

This article endeavors to provide an in-depth exploration of the intricate factors influencing investor decision-making behavior, with a particular emphasis on cognitive biases, emotional heuristics, and social influences through the lens of behavioral finance. Synthesizing research from various scholars, this study elaborates on how investment decisions under these factors impact individual portfolio performance and the efficiency of financial markets. Specifically, the analysis examines how behavioral biases can lead to suboptimal decisions by individual investors, such as excessive trading and momentum investing. Furthermore, it investigates the macroeconomic implications of these biases, including their effects on market volatility and the formation of market bubbles. The findings of this research aim to enhance investors’ understanding of the limitations inherent in their decision-making processes, thereby facilitating more informed investment strategies. In addition, this paper provides a theoretical framework for financial regulators to inform the development of policies that maintain market stability and protect investor interests.

Suggested Citation

  • Zhongzhe Sun, 2025. "A Study of Investor Decision-Making Behavior Based on Behavioral Finance," Advances in Economics, Business and Management Research, in: Barbara Siuta-Tokarska & Adriana Grigorescu & Md. Mamun Habib & Yifeng Zhu (ed.), Proceedings of the 2025 3rd International Academic Conference on Management Innovation and Economic Development (MIED 2025), pages 241-248, Springer.
    • Handle: RePEc:spr:advbcp:978-94-6463-835-6_26
    DOI: 10.2991/978-94-6463-835-6_26
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Keywords

    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:advbcp:978-94-6463-835-6_26. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.