Research classified by Journal of Economic Literature (JEL) codes

1. Behavioural Economics

2015

• Rafiq Raji & Kalu Ojah, 2015, "Does Investor Sentiment Explain The Seasonality Of Overreaction? Examples Of The Nigerian And South African Equity Markets," The African Finance Journal, Africagrowth Institute, volume 17, issue 2, pages 25-54.
• Olivier Niyitegeka & Devi Datt Tewari, 2015, "Short And Long-Term Dynamics Of Herd Behaviour At The Johannesburg Stock Exchange," The African Finance Journal, Africagrowth Institute, volume 17, issue 2, pages 84-102.
• Siddiqi, Hammad, 2015, "Relative Risk Perception and the Puzzle of Covered Call Writing," Risk and Sustainable Management Group Working Papers, University of Queensland, School of Economics, number 199882, Mar, DOI: 10.22004/ag.econ.199882.
• Siddiqi, Hammad, 2015, "Anchoring Heuristic in Option Pricing," Risk and Sustainable Management Group Working Papers, University of Queensland, School of Economics, number 207677, Jul, DOI: 10.22004/ag.econ.207677.
• Siddiqi, Hammad, 2015, "Anchoring Adjusted Capital Asset Pricing Model," Risk and Sustainable Management Group Working Papers, University of Queensland, School of Economics, number 211224, Oct, DOI: 10.22004/ag.econ.211224.
• Sule, Alan & Cemalcilar, Mehmet & Karlan, Dean S. & Zinman, Jonathan, 2015, "Unshrouding Effects on Demand for a Costly Add-on: Evidence from Bank Overdrafts in Turkey," Center Discussion Papers, Yale University, Economic Growth Center, number 198558, Jan, DOI: 10.22004/ag.econ.198558.
• David Hirshleife, 2015, "Behavioral Finance," Annual Review of Financial Economics, Annual Reviews, volume 7, issue 1, pages 133-159, December, DOI: 10.1146/annurev-financial-092214-04.
• Jonathan Zinman, 2015, "Household Debt: Facts, Puzzles, Theories, and Policies," Annual Review of Economics, Annual Reviews, volume 7, issue 1, pages 251-276, August.
• Erhan Bayraktar & Virginia R. Young, 2015, "Optimally Investing to Reach a Bequest Goal," Papers, arXiv.org, number 1503.00961, Mar, revised May 2016.
• Jozef Barunik & Barbora Malinska, 2015, "Forecasting the term structure of crude oil futures prices with neural networks," Papers, arXiv.org, number 1504.04819, Apr.
• Bahman Angoshtari & Erhan Bayraktar & Virginia R. Young, 2015, "Minimizing the Expected Lifetime Spent in Drawdown under Proportional Consumption," Papers, arXiv.org, number 1508.01914, Aug, revised Aug 2015.
• Miles Kimball, 2015, "Cognitive Economics," The Japanese Economic Review, Japanese Economic Association, volume 66, issue 2, pages 167-181, June.
• Clemens Sialm & Laura T. Starks & Hanjiang Zhang, 2015, "Defined Contribution Pension Plans: Sticky or Discerning Money?," Journal of Finance, American Finance Association, volume 70, issue 2, pages 805-838, April.
• Robert F. Stambaugh & Jianfeng Yu & Yu Yuan, 2015, "Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle," Journal of Finance, American Finance Association, volume 70, issue 5, pages 1903-1948, October.
• Martin Hoesli & Kustrim Reka, 2015, "Contagion Channels between Real Estate and Financial Markets," Real Estate Economics, American Real Estate and Urban Economics Association, volume 43, issue 1, pages 101-138, March.
• OPREAN Camelia, 2015, "Theoretical And Methodological Proposals Regarding The Informational Efficiency Of Financial Markets," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 67, issue 6, pages 66-80, December.
• Belma Ozturkkal, 2015, "Profit sharing between managers and investors: An experimental investigation," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 15, issue 2, pages 106-114, June.
• Mike Farjam & Oliver Kirchkamp, 2015, "Bubbles in Hybrid Markets - How Expectations about Algorithmic Trading Affect Human Trading," CESifo Working Paper Series, CESifo, number 5631.
• María del Carmen Solano Márquez & Lidia Valeria Vega Valencia & Luis Fernando Cárdenas Alba, 2015, "Determinantes del uso de tarjetas de crédito en México. Reflexiones sobre el papel de la cultura financiera," Ravista Raites antes Panorama Administrativo Journal, Red de Investigación en Administración de la Innovación Tecnológica, Económica y Sustentable - Instituto Tecnológico de Celaya, Departamento de Ciencias Económico Administrativas, volume 1, issue 1, pages 60-76, july.
• Rajna GIBSON BRANDON & Carmen TANNER & Alexander F. WAGNER, 2015, "The Choice of Honesty: An Experiment Regarding Heterogeneous Responses to Situational Social Norms," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-01, Jan.
• Angie ANDRIKOGIANNOPOULOU & Filippos PAPAKONSTANTINOU, 2015, "History-Dependent Risk Preferences: Evidence from Individual Choices and Implications for the Disposition Effect," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-11, Feb, revised Jul 2015.
• Rajna GIBSON BRANDON & Christopher HEMMENS & Mathieu TRÉPANIER, 2015, "Does Market Irrationality in the Media Affect Stock Returns?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-25, Jul.
• Brice Corgnet & Mark DeSantis & David Porter, 2015, "Revisiting Information Aggregation in Asset Markets: Reflective Learning & Market Efficiency," Working Papers, Chapman University, Economic Science Institute, number 15-15.
• Brice Corgnet & Mark DeSantis & David Porter, 2015, "What Makes a Good Trader? On the Role of Quant Skills, Behavioral Biases and Intuition on Trader Performance," Working Papers, Chapman University, Economic Science Institute, number 15-17.
• Benito Umana Hermosilla & Juan Cabas Monje & Juan Rodr�guez Navarrete & Miguel Villablanca Fuentes, 2015, "Variables explicativas del comportamiento del inversor de multifondos. Un análisis desde la perspectiva de los inversores en el sistema de pensiones chileno," Estudios Gerenciales, Universidad Icesi.
• Piotr Lukasz Owsian, 2015, "Risk and its impact on corporate finance," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, volume 46, issue 1, pages 97-121.
• Weber, Martin & Schreiber, Philipp, 2015, "Time Inconsistent Preferences and the Annuitization Decision," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10383, Feb.
• Vayanos, Dimitri & Rabin, Matthew & Eyster, Erik, 2015, "Financial Markets where Traders Neglect the Informational Content of Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10629, May.
• Gabaix, Xavier, 2015, "Behavioral Macroeconomics Via Sparse Dynamic Programming," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11026, Dec.
• Ki Beom Binh & Hogyu Jhang, 2015, "Extraneous Risk: Pricing of Non-Systematic Risk," Annals of Economics and Finance, Society for AEF, volume 16, issue 2, pages 335-352, November.
• Tai-Yuen HON & Richard C. LAM, 2015, "Decision-Making in the Hong Kong Bank Stock Market," Journal of Economics and Political Economy, EconSciences Journals, volume 2, issue 4, pages 481-493, December.
• Tai-Yuen HON, 2015, "A Factor Analysis of Investment Behaviour for Small Investors in the Hong Kong Stock Market," Journal of Economics Library, EconSciences Journals, volume 2, issue 2, pages 68-78, June.
• Tai-Yuen HON, 2015, "The Preferences and Investment Behaviour of Small Investors in the Hong Kong Bank Stock Market," Journal of Economics Bibliography, EconSciences Journals, volume 2, issue 2, pages 39-47, June.
• Tai-Yuen HON, 2015, "Rank Correlation Analysis of Investment Decisionfor Small Investors in the Hong Kong Derivatives Markets," Journal of Economics Bibliography, EconSciences Journals, volume 2, issue 3, pages 106-116, September.
• Irene Comeig & Charles A. Holt & Ainhoa Jaramillo-Gutiérrez, 2015, "Dealing with risk: Gender, stakes, and probability effects," Discussion Papers in Economic Behaviour, University of Valencia, ERI-CES, number 0215, Mar.
• Birru, Justin & Wang, Baolian, 2015, "The Nominal Price Premium," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-15, Oct.
• Mehmet Islamo lu & Mehmet Apan & Adem Ayvali, 2015, "Determination of Factors Affecting Individual Investor Behaviours: A Study on Bankers," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 2, pages 531-543.
• Haytem Ahmed Troug & Rashid Sbia, 2015, "Testing for the Presence of Asymmetric Information in the Oil Market: A Vector Autoregression Approach," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 3, pages 753-762.
• Peterson, Daniel & Carlander, Anders & Gamble, Amelie & Gärling, Tommy & Holmen, Martin, 2015, "Lay people beliefs in professional and naïve stock investors’ proneness to judgmental biases," Journal of Behavioral and Experimental Finance, Elsevier, volume 5, issue C, pages 27-34, DOI: 10.1016/j.jbef.2015.02.002.
• Hudson, Yawen & Green, Christopher J., 2015, "Is investor sentiment contagious? International sentiment and UK equity returns," Journal of Behavioral and Experimental Finance, Elsevier, volume 5, issue C, pages 46-59, DOI: 10.1016/j.jbef.2015.02.004.
• Anderson, Anders & Dreber, Anna & Vestman, Roine, 2015, "Risk taking, behavioral biases and genes: Results from 149 active investors," Journal of Behavioral and Experimental Finance, Elsevier, volume 6, issue C, pages 93-100, DOI: 10.1016/j.jbef.2015.04.002.
• Kahsay, Goytom Abraha & Samahita, Margaret, 2015, "Pay-What-You-Want pricing schemes: A self-image perspective," Journal of Behavioral and Experimental Finance, Elsevier, volume 7, issue C, pages 17-28, DOI: 10.1016/j.jbef.2015.05.001.
• Drerup, Tilman, 2015, "Diurnal rhythms in investor sentiment," Journal of Behavioral and Experimental Finance, Elsevier, volume 7, issue C, pages 71-81, DOI: 10.1016/j.jbef.2015.07.002.
• Breaban, Adriana & Noussair, Charles N., 2015, "Trader characteristics and fundamental value trajectories in an asset market experiment," Journal of Behavioral and Experimental Finance, Elsevier, volume 8, issue C, pages 1-17, DOI: 10.1016/j.jbef.2015.07.005.
• Aspara, Jaakko & Hoffmann, Arvid O.I., 2015, "Cut your losses and let your profits run: How shifting feelings of personal responsibility reverses the disposition effect," Journal of Behavioral and Experimental Finance, Elsevier, volume 8, issue C, pages 18-24, DOI: 10.1016/j.jbef.2015.10.002.
• Ang, James S. & Ismail, Ahmad K., 2015, "What premiums do target shareholders expect? Explaining negative returns upon offer announcements," Journal of Corporate Finance, Elsevier, volume 30, issue C, pages 245-256, DOI: 10.1016/j.jcorpfin.2014.12.015.
• Keasey, Kevin & Martinez, Beatriz & Pindado, Julio, 2015, "Young family firms: Financing decisions and the willingness to dilute control," Journal of Corporate Finance, Elsevier, volume 34, issue C, pages 47-63, DOI: 10.1016/j.jcorpfin.2015.07.014.
• Chelley-Steeley, Patricia L. & Kluger, Brian D. & Steeley, James M., 2015, "Earnings and hindsight bias: An experimental study," Economics Letters, Elsevier, volume 134, issue C, pages 130-132, DOI: 10.1016/j.econlet.2015.07.005.
• Firth, Chris, 2015, "The disposition effect in the absence of taxes," Economics Letters, Elsevier, volume 136, issue C, pages 55-58, DOI: 10.1016/j.econlet.2015.08.025.
• Joëts, Marc, 2015, "Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics," European Journal of Operational Research, Elsevier, volume 247, issue 1, pages 204-215, DOI: 10.1016/j.ejor.2015.05.061.
• Conlin, Andrew & Kyröläinen, Petri & Kaakinen, Marika & Järvelin, Marjo-Riitta & Perttunen, Jukka & Svento, Rauli, 2015, "Personality traits and stock market participation," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 34-50, DOI: 10.1016/j.jempfin.2015.06.001.
• Baur, Dirk G. & Glover, Kristoffer J., 2015, "Speculative trading in the gold market," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 63-71, DOI: 10.1016/j.irfa.2015.02.004.
• Economou, Fotini & Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Yordanov, Nikolay, 2015, "Do fund managers herd in frontier markets — and why?," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 76-87, DOI: 10.1016/j.irfa.2015.03.017.
• Gerritsen, Dirk F., 2015, "Security analysts’ target prices and takeover premiums," Finance Research Letters, Elsevier, volume 13, issue C, pages 205-213, DOI: 10.1016/j.frl.2015.01.002.
• Lam, Swee-Sum & Zhang, Weina & Jacob, Gabriel Henry, 2015, "The mispricing of socially ambiguous grey stocks," Finance Research Letters, Elsevier, volume 13, issue C, pages 81-89, DOI: 10.1016/j.frl.2015.02.010.
• Angoshtari, Bahman & Bayraktar, Erhan & Young, Virginia R., 2015, "Minimizing the expected lifetime spent in drawdown under proportional consumption," Finance Research Letters, Elsevier, volume 15, issue C, pages 106-114, DOI: 10.1016/j.frl.2015.08.010.
• Yan, Shan, 2015, "Managerial attitudes and takeover outcomes: Evidence from corporate filings," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 35, issue C, pages 30-44, DOI: 10.1016/j.intfin.2014.11.017.
• Bulkley, George & Harris, Richard D.F. & Nawosah, Vivekanand, 2015, "Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates?," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 179-193, DOI: 10.1016/j.jbankfin.2015.03.018.
• Irresberger, Felix & Mühlnickel, Janina & Weiß, Gregor N.F., 2015, "Explaining bank stock performance with crisis sentiment," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 311-329, DOI: 10.1016/j.jbankfin.2015.06.001.
• Magron, Camille & Merli, Maxime, 2015, "Repurchase behavior of individual investors, sophistication and regret," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 15-26, DOI: 10.1016/j.jbankfin.2015.08.021.
• Lutz, Chandler, 2015, "The impact of conventional and unconventional monetary policy on investor sentiment," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 89-105, DOI: 10.1016/j.jbankfin.2015.08.019.
• Baghestanian, Sascha & Walker, Todd B., 2015, "Anchoring in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, volume 116, issue C, pages 15-25, DOI: 10.1016/j.jebo.2015.03.010.
• Cueva, Carlos & Rustichini, Aldo, 2015, "Is financial instability male-driven? Gender and cognitive skills in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, volume 119, issue C, pages 330-344, DOI: 10.1016/j.jebo.2015.08.014.
• Shapiro, Dmitry & Zhuang, Anan, 2015, "Dividends as a signaling device and the disappearing dividend puzzle," Journal of Economics and Business, Elsevier, volume 79, issue C, pages 62-81, DOI: 10.1016/j.jeconbus.2014.12.005.
• Lei, Zhen & Shcherbakova, Anastasia V., 2015, "Revealing climate change opinions through investment behavior: Evidence from Fukushima," Journal of Environmental Economics and Management, Elsevier, volume 70, issue C, pages 92-108, DOI: 10.1016/j.jeem.2015.01.004.
• Barberis, Nicholas & Greenwood, Robin & Jin, Lawrence & Shleifer, Andrei, 2015, "X-CAPM: An extrapolative capital asset pricing model," Journal of Financial Economics, Elsevier, volume 115, issue 1, pages 1-24, DOI: 10.1016/j.jfineco.2014.08.007.
• Eun, Cheol S. & Wang, Lingling & Xiao, Steven C., 2015, "Culture and R2," Journal of Financial Economics, Elsevier, volume 115, issue 2, pages 283-303, DOI: 10.1016/j.jfineco.2014.09.003.
• Harris, Lawrence E. & Hartzmark, Samuel M. & Solomon, David H., 2015, "Juicing the dividend yield: Mutual funds and the demand for dividends," Journal of Financial Economics, Elsevier, volume 116, issue 3, pages 433-451, DOI: 10.1016/j.jfineco.2015.04.001.
• Tate, Geoffrey & Yang, Liu, 2015, "Female leadership and gender equity: Evidence from plant closure," Journal of Financial Economics, Elsevier, volume 117, issue 1, pages 77-97, DOI: 10.1016/j.jfineco.2014.01.004.
• Hvide, Hans K. & Östberg, Per, 2015, "Social interaction at work," Journal of Financial Economics, Elsevier, volume 117, issue 3, pages 628-652, DOI: 10.1016/j.jfineco.2015.06.004.
• Reyers, Michelle & van Schalkwyk, Cornelis Hendrik & Gouws, Daniël Gerhardus, 2015, "Rational and behavioural predictors of pre-retirement cash-outs," Journal of Economic Psychology, Elsevier, volume 47, issue C, pages 23-33, DOI: 10.1016/j.joep.2015.01.005.
• Bucciol, Alessandro & Zarri, Luca, 2015, "The shadow of the past: Financial risk taking and negative life events," Journal of Economic Psychology, Elsevier, volume 48, issue C, pages 1-16, DOI: 10.1016/j.joep.2015.02.006.
• Lepori, Gabriele M., 2015, "Investor mood and demand for stocks: Evidence from popular TV series finales," Journal of Economic Psychology, Elsevier, volume 48, issue C, pages 33-47, DOI: 10.1016/j.joep.2015.02.003.
• Merkle, Christoph & Egan, Daniel P. & Davies, Greg B., 2015, "Investor happiness," Journal of Economic Psychology, Elsevier, volume 49, issue C, pages 167-186, DOI: 10.1016/j.joep.2015.05.007.
• Hurst, Gareth & Docherty, Paul, 2015, "Trend salience, investor behaviours and momentum profitability," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PB, pages 471-484, DOI: 10.1016/j.pacfin.2015.08.001.
• Halari, Anwar & Tantisantiwong, Nongnuch & Power, David. M. & Helliar, Christine, 2015, "Islamic calendar anomalies: Evidence from Pakistani firm-level data," The Quarterly Review of Economics and Finance, Elsevier, volume 58, issue C, pages 64-73, DOI: 10.1016/j.qref.2015.02.004.
• Xie, Tian & Xu, Yi & Zhang, Xinsheng, 2015, "A new method of measuring herding in stock market and its empirical results in Chinese A-share market," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 324-339, DOI: 10.1016/j.iref.2014.12.004.
• Choe, Chongwoo & Lien, Donald & Yu, Chia-Feng (Jeffrey), 2015, "Optimal managerial hedging and contracting with self-esteem concerns," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 354-367, DOI: 10.1016/j.iref.2014.12.007.
• Chang, Chih-Hsiang & Lin, Shih-Jia, 2015, "The effects of national culture and behavioral pitfalls on investors' decision-making: Herding behavior in international stock markets," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 380-392, DOI: 10.1016/j.iref.2014.12.010.
• Ni, Yensen & Liao, Yi-Ching & Huang, Paoyu, 2015, "MA trading rules, herding behaviors, and stock market overreaction," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 253-265, DOI: 10.1016/j.iref.2015.04.009.
• Chen, XiaoHua & Lai, Yun-Ju, 2015, "On the concentration of mutual fund portfolio holdings: Evidence from Taiwan," Research in International Business and Finance, Elsevier, volume 33, issue C, pages 268-286, DOI: 10.1016/j.ribaf.2014.10.004.
• Tran-Dieu, Linh, 2015, "How do mutual funds transfer scale economies to investors? Evidence from France," Research in International Business and Finance, Elsevier, volume 34, issue C, pages 66-83, DOI: 10.1016/j.ribaf.2014.10.001.
• Stavins, Joanna & Shy, Oz, 2015, "Merchant steering of consumer payment choice: Evidence from a 2012 diary survey," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 55, issue C, pages 1-9, DOI: 10.1016/j.socec.2014.12.006.
• Afik, Zvika & Lahav, Yaron, 2015, "Thinking near and far: Modeling the formation of traders’ beliefs in asset markets using experimental data," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 57, issue C, pages 73-80, DOI: 10.1016/j.socec.2015.04.009.
• Simões Vieira, Elisabete F. & Valente Pereira, Márcia S., 2015, "Herding behaviour and sentiment: Evidence in a small European market," Revista de Contabilidad - Spanish Accounting Review, Elsevier, volume 18, issue 1, pages 78-86, DOI: 10.1016/j.rcsar.2014.06.003.
• Samsukri Glanville bin Mohamad Glanville bin Mohamad & Chad Perry, 2015, "How fund managers in Malaysia make decisions," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 7, issue 1, pages 72-87, February, DOI: 10.1108/QRFM-09-2013-0028.
• Jozef Barunik & Barbora Malinska, 2015, "Forecasting the Term Structure of Crude Oil Futures Prices with Neural Networks," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2015/25, Nov, revised Nov 2015.
• Michael J. Seiler & Eric Walden, 2015, "A Neurological Explanation of Strategic Mortgage Default," Artefactual Field Experiments, The Field Experiments Website, number 00632.
• Li An & Huijun Wang & Jian Wang & Jianfeng Yu, 2015, "Lottery-related anomalies: the role of reference-dependent preferences," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 259, Dec, DOI: 10.24149/gwp259.
• Sirio Aramonte, 2015, "Innovation, investor sentiment, and firm-level experimentation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-67, Aug, DOI: 10.17016/FEDS.2015.067.
• Thomas C. Baxter, 2015, "The rewards of an ethical culture," Speech, Federal Reserve Bank of New York, number 154, Jan.
• Thomas M. Eisenbach & Martin C. Schmalz, 2015, "Anxiety and pro-cyclical risk taking with Bayesian agents," Staff Reports, Federal Reserve Bank of New York, number 711, Feb.
• Paul S. Calem & Julapa Jagtiani & William W. Lang, 2015, "Foreclosure delay and consumer credit performance," Working Papers, Federal Reserve Bank of Philadelphia, number 15-24, Jul.
• Vyacheslav Mikhed & Michael Vogan, 2015, "Out of sight, out of mind: consumer reaction to news on data breaches and identity theft," Working Papers, Federal Reserve Bank of Philadelphia, number 15-42, Nov.
• Marc Joëts, 2015, "Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics," Post-Print, HAL, number hal-01609889, DOI: 10.1016/j.ejor.2015.05.061.
• Linh Tran Dieu, 2015, "A comparison of bank and non-bank funds in the French market," Post-Print, HAL, number hal-01698566, Jun.
• Linh Tran Dieu, 2015, "How do mutual funds transfer scale economies to investors? Evidence from France," Post-Print, HAL, number hal-01698612, May, DOI: 10.1016/j.ribaf.2014.10.001.
• Amal Aouadi & Mohamed Arouri & Frédéric Teulon, 2015, "Investor Following And Volatility: A GARCH Approach," Post-Print, HAL, number hal-04516520.
• Elyes Jouini & Clotilde Napp, 2015, "Live fast, die young," Post-Print, HAL, number halshs-01250247, DOI: 10.1007/s00199-015-0894-7.
• Mohammadi, Ali & Shafi, Kourosh, 2015, "The contribution patterns of equity-crowdfunding investors: Gender, Risk aversion and Observational learning," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 419, Aug.
• Briggs, Joseph & Cesarini, David & Lindqvist, Erik & Östling, Robert, 2015, "Windfall Gains and Stock Market Participation," Working Paper Series, Research Institute of Industrial Economics, number 1092, Oct.
• Zetterdahl, Emma & Hellström, Jörgen, 2015, "Who’s listening? Heterogeneous Impact of Social Interaction on Individuals’ Stock Market Participation," Umeå Economic Studies, Umeå University, Department of Economics, number 904, Mar.
• Zetterdahl, Emma & Hellström, Jörgen, 2015, "Ladies and Gentlemen: Gender Identity and Financial Risk-Taking," Umeå Economic Studies, Umeå University, Department of Economics, number 905, Apr.
• Zetterdahl, Emma, 2015, "Scenes from a Marriage: Divorce and Financial Behavior," Umeå Economic Studies, Umeå University, Department of Economics, number 907, Apr.
• Zetterdahl, Emma, 2015, "Take a Risk - Social Interaction, Gender Identity, and the Role of Family Ties in Financial Decision-Making," Umeå Economic Studies, Umeå University, Department of Economics, number 908, May.
• Kim, Soo-Hyun & Kang, Hyoung-Goo, 2015, "Tactical Asset Allocation Using Investors' Sentiment," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 56, issue 2, pages 177-195, December, DOI: 10.15057/27601.
• Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert, 2015, "Neglected Risks: The Psychology of Financial Crises," Scholarly Articles, Harvard University Department of Economics, number 33077926.
• Dev Prasad & Yash R. Puri & Ravi Jain, 2015, "Return to Profitabiolity after a Financial Crisis," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 1, pages 89-101.
• Joshua B. Miller & Adam Sanjurjo, 2015, "Surprised by the Gambler’s and Hot Hand Fallacies? A Truth in the Law of Small Numbers," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 552.
• Andrew G. Haldane, 2015, "Multi-Polar Regulation," International Journal of Central Banking, International Journal of Central Banking, volume 11, issue 3, pages 385-401, June.
• Gordon Burtch & Anindya Ghose & Sunil Wattal, 2015, "The Hidden Cost of Accommodating Crowdfunder Privacy Preferences: A Randomized Field Experiment," Management Science, INFORMS, volume 61, issue 5, pages 949-962, May, DOI: 10.1287/mnsc.2014.2069.
• Sumit Agarwal & Itzhak Ben-David & Vincent Yao, 2015, "Collateral Valuation and Borrower Financial Constraints: Evidence from the Residential Real Estate Market," Management Science, INFORMS, volume 61, issue 9, pages 2220-2240, September, DOI: 10.1287/mnsc.2014.2002.
• Carlos Cueva Herrero & Aldo Rustichini, 2015, "Is financial instability male-driven? Gender and cognitive skills in experimental asset markets," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2015-06, May.
• Simone Berardi & Gabriele Tedeschi, 2015, "From banks’ strategies to financial (in)stability," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2015/11.
• Mike Farjam & Oliver Kirchkamp, 2015, "Bubbles in hybrid markets - How expectations about algorithmic trading affect human trading," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2015-003, Feb.
• Juan Murguia & Sergio Lence, 2015, "Investors’ Reaction to Environmental Performance: A Global Perspective of the Newsweek ’s “Green Rankings”," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 60, issue 4, pages 583-605, April, DOI: 10.1007/s10640-014-9781-0.
• Linh Tran Dieu, 2015, "A Comparison of Bank and Non-bank Funds in the French Market," Journal of Financial Services Research, Springer;Western Finance Association, volume 47, issue 3, pages 273-294, June, DOI: 10.1007/s10693-014-0195-5.
• Michael Seiler & Eric Walden, 2015, "A Neurological Explanation of Strategic Mortgage Default," The Journal of Real Estate Finance and Economics, Springer, volume 51, issue 2, pages 215-230, August, DOI: 10.1007/s11146-014-9479-7.
• Amrei Lahno & Marta Serra-Garcia, 2015, "Peer effects in risk taking: Envy or conformity?," Journal of Risk and Uncertainty, Springer, volume 50, issue 1, pages 73-95, February, DOI: 10.1007/s11166-015-9209-4.
• Tai-Yuen HON & Richard C. LAM, 2015, "Decision-Making in the Hong Kong Bank Stock Market," Journal of Economics and Political Economy, KSP Journals, volume 2, issue 4, pages 481-493, December.
• Tai-Yuen HON, 2015, "A Factor Analysis of Investment Behaviour for Small Investors in the Hong Kong Stock Market," Journal of Economics Library, KSP Journals, volume 2, issue 2, pages 68-78, June.
• Tai-Yuen HON, 2015, "The Preferences and Investment Behaviour of Small Investors in the Hong Kong Bank Stock Market," Journal of Economics Bibliography, KSP Journals, volume 2, issue 2, pages 39-47, June.
• Tai-Yuen HON, 2015, "Rank Correlation Analysis of Investment Decisionfor Small Investors in the Hong Kong Derivatives Markets," Journal of Economics Bibliography, KSP Journals, volume 2, issue 3, pages 106-116, September.
• Betül Çal, 2015, "Reconciliation of Expectancy-Valence and Expectation-Disconfirmation Paradigms in Investment Decisions: Case of Turkish Equity Investors," International Journal of Business and Social Research, LAR Center Press, volume 5, issue 1, pages 15-32, January.
• Sebastian Eichfelder & Mona Lau, 2015, "Capitalization of capital gains taxes: (In)attention and turn-of-the-year returns," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 150019, Dec.
• Hasan Cömert & Esra Nur Uğurlu, 2015, "The Impacts of the 2008 Global Financial Crisis on Developing Countries: The Case of the 15 Most Affected Countries," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1509, Oct, revised Oct 2015.
• Betül Çal, 2015, "Reconciliation of Expectancy-Valence and Expectation-Disconfirmation Paradigms in Investment Decisions: Case of Turkish Equity Investors," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, volume 5, issue 1, pages 15-32, January.
• Henriëtte Prast & Mariacristina Rossi & Costanza Torricelli & Dario Sansone, 2015, "Do Women Prefer Pink? The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions," Politica economica, Società editrice il Mulino, issue 3, pages 377-420.
• Miles S. Kimball, 2015, "Cognitive Economics," NBER Working Papers, National Bureau of Economic Research, Inc, number 20834, Jan.
• Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2015, "Neglected Risks: The Psychology of Financial Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 20875, Jan.
• Sule Alan & Mehmet Cemalcılar & Dean Karlan & Jonathan Zinman, 2015, "Unshrouding Effects on Demand for a Costly Add-on: Evidence from Bank Overdrafts in Turkey," NBER Working Papers, National Bureau of Economic Research, Inc, number 20956, Feb.
• Edward L. Glaeser & Charles G. Nathanson, 2015, "An Extrapolative Model of House Price Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 21037, Mar.
• Chunxin Jia & Yaping Wang & Wei Xiong, 2015, "Social Trust and Differential Reactions of Local and Foreign Investors to Public News," NBER Working Papers, National Bureau of Economic Research, Inc, number 21075, Apr.
• Camelia M. Kuhnen & Andrei C. Miu, 2015, "Socioeconomic Status and Learning from Financial Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 21214, May.
• Erik Eyster & Matthew Rabin & Dimitri Vayanos, 2015, "Financial Markets where Traders Neglect the Informational Content of Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 21224, May.
• Anders Anderson & Forest Baker & David T. Robinson, 2015, "Precautionary Savings, Retirement Planning and Misperceptions of Financial Literacy," NBER Working Papers, National Bureau of Economic Research, Inc, number 21356, Jul.
• Robert F. Stambaugh & Yu Yuan, 2015, "Mispricing Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 21533, Sep.
• Nicolae B. Gârleanu & Lasse H. Pedersen, 2015, "Efficiently Inefficient Markets for Assets and Asset Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 21563, Sep.
• Leonardo Bursztyn & Stefano Fiorin & Daniel Gottlieb & Martin Kanz, 2015, "Moral Incentives in Credit Card Debt Repayment: Evidence from a Field Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 21611, Oct.
• Joseph S. Briggs & David Cesarini & Erik Lindqvist & Robert Östling, 2015, "Windfall Gains and Stock Market Participation," NBER Working Papers, National Bureau of Economic Research, Inc, number 21673, Oct.
• Theologos Dergiades & Costas Milas & Theodore Panagiotidis, 2015, "Tweets, Google trends, and sovereign spreads in the GIIPS," Oxford Economic Papers, Oxford University Press, volume 67, issue 2, pages 406-432.
• Sumit Agarwal & Souphala Chomsisengphet & Neale Mahoney & Johannes Stroebel, 2015, "Regulating Consumer Financial Products: Evidence from Credit Cards," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 130, issue 1, pages 111-164.
• Robin Greenwood & Samuel G. Hanson, 2015, "Waves in Ship Prices and Investment," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 130, issue 1, pages 55-109.
• Yen-Cheng Chang & Harrison Hong & Inessa Liskovich, 2015, "Regression Discontinuity and the Price Effects of Stock Market Indexing," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 1, pages 212-246.
• José Antonio Robles-Zurita, 2015, "Alternation Bias and Sums of Identically Distributed Monetary Lotteries," Working Papers, Universidad Pablo de Olavide, Department of Economics, number 15.08, Jun.
• Karolina Daszynska-Zygadlo & Aleksandra Szpulak & Adam Szyszka, 2015, "Investor sentiment, optimism and excess stock market returns. Evidence from emerging markets," Business and Economic Horizons (BEH), Prague Development Center, volume 10, issue 4, pages 362-373, January.
• Aleksandra Pieloch-Babiarz, 2015, "Catering Approach To The Dividend Payment Policy On The Warsaw Stock Exchange," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 10, issue 2, pages 183-206, June, DOI: 10.12775/EQUIL.2015.019.
• Siddiqi, Hammad, 2015, "Analogy Based Valuation of Currency Options," MPRA Paper, University Library of Munich, Germany, number 62333, Feb.
• Siddiqi, Hammad, 2015, "Relative Risk Perception and the Puzzle of Covered Call writing," MPRA Paper, University Library of Munich, Germany, number 62763, Mar.
• Siddiqi, Hammad, 2015, "Anchoring Heuristic in Option Pricing," MPRA Paper, University Library of Munich, Germany, number 63218, Mar.
• Siddiqi, Hammad, 2015, "Explaining the Smile in Currency Options: Is it Anchoring?," MPRA Paper, University Library of Munich, Germany, number 63528, Apr.
• Harin, Alexander, 2015, "Is Prelec’s function discontinuous at p = 1? (for the Einhorn Award of SJDM)," MPRA Paper, University Library of Munich, Germany, number 64672, May.
• Troug, Haytem Ahmed & Sbia, Rashid, 2015, "Testing for the Presence of Asymmetric Information in the Oil Market: A VAR Approach," MPRA Paper, University Library of Munich, Germany, number 64933.
• Hasan, Zubair, 2015, "Risk sharing versus risk transfer in Islamic Finance: A critical appraisal," MPRA Paper, University Library of Munich, Germany, number 65028, Jan, revised May 2015.
• Hammad, Siddiqi, 2015, "Index Option Returns from an Anchoring Perspective," MPRA Paper, University Library of Munich, Germany, number 65331, Jun.
• Kroujiline, Dimitri & Gusev, Maxim & Ushanov, Dmitry & Sharov, Sergey V. & Govorkov, Boris, 2015, "Forecasting stock market returns over multiple time horizons," MPRA Paper, University Library of Munich, Germany, number 66175, Aug.
• Hammad, Siddiqi, 2015, "Anchoring Adjusted Capital Asset Pricing Model," MPRA Paper, University Library of Munich, Germany, number 67403, Oct.
• Hammad, Siddiqi, 2015, "Capital Asset Pricing Model Adjusted for Anchoring," MPRA Paper, University Library of Munich, Germany, number 67668, Oct.
• Ali, Muhammad & Chin-Hong, Puah & Arif, Imtiaz, 2015, "Determinants of e-banking adoption: A non-users perspective in Pakistan," MPRA Paper, University Library of Munich, Germany, number 67878, Oct, revised 02 Oct 2015.
• Siddiqi, Hammad, 2015, "Anchoring and Adjustment Heuristic in Option Pricing," MPRA Paper, University Library of Munich, Germany, number 68595, Dec.
• Siddiqi, Hammad, 2015, "Anchoring and Adjustment Heuristic: A Unified Explanation for Equity Puzzles," MPRA Paper, University Library of Munich, Germany, number 68729, Nov.
• Waemustafa, Waeibrorheem & Sukri, Suriani, 2015, "Theory of Gharar and its interpretation of Risk and Uncertainty from the perspectives of Authentic Hadith and the Holy Quran: A Qualitative Analysis," MPRA Paper, University Library of Munich, Germany, number 78316, Jul, revised 10 Jan 2016.
• Kumar, Dr.B.Pradeep, 2015, "Extent and Nature of Banking Exclusion among the Marginalized: A Study of Non-Primitive Tribes in Wayanad District, Kerala, India," MPRA Paper, University Library of Munich, Germany, number 80334, revised 2015.
• Siddiqi, Hammad, 2015, "Behavioralizing the Black-Scholes Model," MPRA Paper, University Library of Munich, Germany, number 86234, Mar.
• Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2015, "Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201575, Oct.
• Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2015, "Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201576, Oct.
• Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, , "Diagnostic Expectations and Credit Cycles," Working Paper, Harvard University OpenScholar, number 350646.
• Nicholas Barberis & Robin Greenwood & Lawrence Jin & Andrei Shleifer, 2015, "Extrapolation and Bubbles," Working Paper, Harvard University OpenScholar, number 357401, Dec.
• Thomas Eisenbach & Martin Schmalz & Marianne Andries, 2015, "Asset Pricing with Horizon-Dependent Risk Aversion," 2015 Meeting Papers, Society for Economic Dynamics, number 1069.
• Boubaker Adel & Berrahal Amira, 2015, "The impact of stock-options on the company’s financial performance," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), volume 4, issue 2, pages 63-72, June.
• Fatih Macit & Ahmet Sekreter & Selver Seda Ada & Esra Simsek, 2015, "What Determines Post-IPO Market Performance: Evidence From Turkish IPOs," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), volume 4, issue 2, pages 73-79, June.
• Robert Dekle & Madhavi Pundit, 2015, "The Recent Convergence of Financial Development in Asia," ADB Economics Working Paper Series, Asian Development Bank, number 440, Jul.
• İbrahim Bozkurt, 2015, "Investigation of the Anomaly Existence in the Advanced and Emerging Markets," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 6, issue 4, pages 19-37.
• Gordon Burtch & Anindya Ghose & Sunil Wattal, 2015, "The hidden cost of accommodating crowdfunder privacy preferences: a randomized field experiment," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 3, pages 138-154.
• Ralf Peter Wüstermann & Mathias Scheiblich, 2015, "Über die Anwendungsmöglichkeiten des Zustands-Grenzpreismodells," Journal of Interdisciplinary Economic Research, Allensbach Hochschule, issue 1, pages 92-100.
• Ralf Peter Wüstermann, 2015, "Können Manager lernen, erfolgreiche Geschäftsentscheidungen zu treffen?," Journal of Interdisciplinary Economic Research, Allensbach Hochschule, issue 2, pages 140-151.
• Mircea-Florin Cricovean, 2015, "SURSE DE FINANȚARE SPECIFICE PAROHIILOR, CA UNITĂȚI LOCALE, PROVENITE DIN ACTIVITĂȚI FĂRĂ SCOP LUCRATIV (International Conference "Recent Advances in Economic and Social Research", 13-14 mai 2015, București)," Institute for Economic Forecasting Conference Proceedings, Institute for Economic Forecasting, number 151202, Dec.
• Pawe³ Mer³o & Patryk Konarzewski, 2015, "The Momentum Effect Exemplifies The Influence Of Investors’ Irrational Behaviour On Changing Prices Of Shares And Stocks: An Analysis Of The Momentum Effect On The Warsaw Stock Exchange," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 11, issue 1, pages 56-64, August.
• Tadas Gudaitis & Evelina Zigmantavi?i?t?, 2015, "Personal finance management of young households in Lithuania," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2804907, Oct.
• Hilal Hümeyra Özsu, 2015, "Empirical Analysis of Herd Behavior in Borsa Istanbul," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2205023, Sep.
• Hyunseok Kim & Kyeong-Seop Choi, 2015, "Voluntarily lower-dividend paying firms: Determinants and consequences," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2205030, Sep.
• Jakub Bartos, 2015, "Does Bitcoin follow the hypothesis of efficient market?," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 4, issue 2, pages 10-23, June.
• Hilal Hümeyra Özsu, 2015, "Empirical Analysis of Herd Behavior in Borsa Istanbul," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 4, issue 4, pages 27-52, December.
• Fabien Mercier, 2015, "The validity and time-horizon of the Fed model for equity valuation: a co-integration approach," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 3, pages 24-49, May, DOI: 10.7172/2353-6845.jbfe.2015.1.2.
• W. Brooke Elliott & Kristina M. Rennekamp & Brian J. White, 2015, "Does concrete language in disclosures increase willingness to invest?," Review of Accounting Studies, Springer, volume 20, issue 2, pages 839-865, June, DOI: 10.1007/s11142-014-9315-6.
• Peter C. Dawson, 2015, "The capital asset pricing model in economic perspective," Applied Economics, Taylor & Francis Journals, volume 47, issue 6, pages 569-598, February, DOI: 10.1080/00036846.2014.975333.
• Enrico Perotti & Toni Ahnert, 2015, "Cheap but Flighty: How Global Imbalances create Financial Fragility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-036/IV/DSF89, Mar.
• Moazzam Farooq & Sweder van Wijnbergen & Sajjad Zaheer, 2015, "Will Islamic Banking make the World less risky? An Empirical Analysis of Capital Structure, Risk Shifting and Financial Stability," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-051/VI/DSF92, May.
• Wendy Janssens & Berber Kramer & Lisette Swart, 2015, "Be patient when measuring Hyperbolic Discounting: Stationarity, Time Consistency and Time Invariance in a Field Experiment," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-097/V, Aug, revised 14 Apr 2016.
• Michalis Drouvelis & Joep Sonnemans, 2015, "The Endowment Effect in Games," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-114/I, Oct.
• Catherine Schaumans & Frank Verboven, 2015, "Entry and Competition in Differentiated Products Markets," The Review of Economics and Statistics, MIT Press, volume 97, issue 1, pages 195-209, March.
• Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2015, "Behavioural, Financial, and Health & Medical Economics: A Connection," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-14, Sep.
• Jin Cheng & Meixing Dai & Frédéric Dufourt, 2015, "The banking crisis with interbank market freeze," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2015-20.
• Mikhail Anufriev & Te Bao & Angela Sutan & Jan Tuinstra, 2015, "Fee structure, return chasing and mutual fund choice: an experiment," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 30, Apr.