Регистрация | Вход в службу | FAQ      [?] 
Recent | Unread | Search | Authors | Tags | Export

RobHayward behaviour [92 articles]

Recent papers added to RobHayward library classified by the tag behaviour. You can also see everyone's behaviour.
  • The Equity Risk Premium: A Solution
    Journal of Monetary Economics, Vol. 22 (1988), pp. 117-131.
    by Thomas A Rietz
    posted to tails smile option erp equity capm behaviour by RobHayward on 2008-09-24 16:11:06 as **
  • notes On the survival of overconfident traders in a competitive securities market
    Journal of Financial Markets, Vol. 4, No. 1. (January 2001), pp. 73-84.
    by David Hirshleifer, Guo Y Luo
    posted to behaviour bubble emh information momentum risk by RobHayward on 2008-08-13 20:14:19 as **
  • The Statistical Properties of Hedge Fund Index Returns and their Implications for Investors
    Alternative Investment Research Centre Working Papers, No. 0004. (November 2001)
    by Chris Brooks, Harry M Kat
    posted to behaviour finance hedge risk by RobHayward on 2008-08-13 16:13:20 as **
  • Risk-Premia, Carry-Trade Dynamics, and Speculative Efficiency of Currency Markets
    Working Papers (143), No. 143. (May 2008)
    by Christian Wagner
    posted to behaviour fx uip by RobHayward on 2008-08-12 16:09:58 as **
  • The Practitioner's Perspective: Bleed or Blowup? Why Do We Prefer Asymmetric Payoffs?
    Journal of Behavioral Finance, Vol. 5, No. 1. (2004), pp. 2-7.
    by Nassim N Taleb
    posted to behaviour option risk by RobHayward on 2008-08-12 14:00:47 as **
  • Does the Stock Market Overreact?
    The Journal of Finance, Vol. 40, No. 3. (1985), pp. 793-805.
    by Werner FM De Bondt, Richard Thaler
    posted to behaviour bubble emh equity momentum by RobHayward on 2008-08-06 10:05:55 as **
  • Speculative dynamics and the role of feedback traders
    American Economic Review, Vol. 80, No. 2. (May 1990), pp. 63-69.
    by Lawrence H Summers, James M Poterba, David M Cutler
    posted to behaviour emh equity momentum uip by RobHayward on 2008-08-05 11:26:36 as **
  • Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market
    Carnegie-Rochester Conference Series on Public Policy, Vol. 11 (1979), pp. 9-57.
    by Michael Mussa
    posted to behaviour fx uip by RobHayward on 2008-08-05 09:46:16 as **
  • Optimal Currency Hedging
    (April 2003)
    by Rui Albuquerque
    posted to behaviour derivative forward hedge option by RobHayward on 2008-08-05 06:32:01 as **
  • notes Forward Discount Bias: Is it an Exchange Risk Premium?
    The Quarterly Journal of Economics, Vol. 104, No. 1. (1989), pp. 139-161.
    by Kenneth A Froot, Jeffrey A Frankel
    posted to behaviour fx information uip by RobHayward on 2008-08-04 18:03:16 as **
  • Fixes: Of the Forward Discount Puzzle
    The Review of Economics and Statistics, Vol. 78, No. 4. (1996), pp. 748-752.
    by Robert P Flood, Andrew K Rose
    posted to behaviour fx uip by RobHayward on 2008-08-04 17:39:56 as **
  • Manias, Panics and Crashes: A History of Financial Crises
    (10 August 2005)
    by Charles P Kindleberger, Robert Z Aliber
    posted to behaviour bubble finance by RobHayward on 2008-08-04 17:24:45 as **
  • Investor Overconfidence and the Forward Discount Puzzle
    (August 2006)
    by Bing Han, David Hirshleifer, Tracy Y Wang
    posted to behaviour fx overconfidence uip by RobHayward on 2008-07-31 14:34:37 as **
  • Noise Trader Risk in Financial Markets
    The Journal of Political Economy, Vol. 98, No. 4. (1990), pp. 703-738.
    by Bradford J Delong, Andrei Shleifer, Lawrence H Summers, Robert J Waldmann
    posted to behaviour emh expectations finance microstructure momentum noise by RobHayward on 2008-07-30 10:54:25 as ***** along with 1 person toomash
  • Extending Minsky's Classifications of Fragility to Government and the Open Economy
    The Levy Economic Institute Working Paper, No. 450.
    by Randall L Wray
    posted to behaviour bubble finance fx open-economy by RobHayward on 2008-07-10 12:46:20 as **
  • Minsky's Theory of Financial Crises in a Global Context
    Journal of Economic Issues, Vol. XXXVI, No. 2. (June 2002)
    by Martin H Wolfson
    posted to behaviour bubble flow fx regulation uip by RobHayward on 2008-07-10 11:57:03 as **
  • What Can the Data Tell US about Carry Trades in Japanese Yen?
    International Financial Discussion Papers, No. 899. (July 2007)
    by Joseph E Gagnon, Alain P Chaboud
    posted to behaviour bubble fx uip by RobHayward on 2008-07-10 09:19:06 as **
  • Carry Trades and Currency Crashes
    (March 2008)
    by Markus K Brunnermeier, Stefan Nagel, Lasse H Pedersen
    posted to behaviour bubble fx uip by RobHayward on 2008-07-10 09:15:29 as *****
  • Financial Factors in the Economics of Capitalism
    Journal of Financial Services Research, Vol. 9 (1995), pp. 197-208.
    by Hyman P Minsky
    posted to behaviour bubble finance by RobHayward on 2008-07-09 13:12:39 as ****
  • The Financial Instability Hypothesis
    The Jerome Levy Economics Institute Working Paper No. 74 (May 1992)
    by Hyman P Minsky
    posted to behaviour bubble finance by RobHayward on 2008-07-09 13:06:09 as *****
  • Market Efficiency, Long-Term Returns, and Behavioural Finance
    Journal of Financial Economics, Vol. 49 (1998), pp. 283-306.
    by Eugene F Fama
    posted to behaviour emh finance by RobHayward on 2008-07-09 11:39:14 as ****
  • Noise Traders
    (2008)
    by James Dow
    edited by Steven N Durlauf, Lawrence E Blume
    posted to behaviour finance noise by RobHayward on 2008-07-09 11:31:58 as **
  • Passive Investment Strategies and Efficient Markets
    European Financial Management, Vol. 9, No. 1. (2003), pp. 1-10.
    by Burton G Malkiel
    posted to behaviour finance fund index portfolio by RobHayward on 2008-07-09 11:20:06 as **
  • The Investor's Paradox: Making Intelligent Decisions Amid More Choices
    Social Science Research Network Working Paper Series (1 June 2008)
    by Brandes Institute
    posted to behaviour finance by RobHayward on 2008-06-29 19:15:12 as **
  • Investor Diversification and International Equity Markets
    The American Economic Review, Vol. 81, No. 2. (1991), pp. 222-226.
    by Kenneth R French, James M Poterba
    posted to behaviour capm portfolio by RobHayward on 2008-06-21 12:44:23 as *****
  • Market efficiency, long-term returns, and behavioral finance
    Journal of Financial Economics, Vol. 49, No. 3. (1 September 1998), pp. 283-306.
    by Eugene F Fama
    posted to behaviour emh finance by RobHayward on 2008-04-08 10:01:49 as **** along with 5 people and 1 group cosy syoyo gabriellgm Westerkamp ChristianRauh EntrepreneurialRisks
  • Anomalies: Foreign Exchange
    The Journal of Economic Perspectives, Vol. 4, No. 3. (1990), pp. 179-192.
    by Kenneth A Froot, Richard H Thaler
    posted to behaviour fx by RobHayward on 2008-04-01 10:00:53 as ****
  • Passive Investment Strategies and Efficient Markets
    European Financial Management, Vol. 9, No. 1. (March 2003), pp. 1-10.
    by BG Malkiel
    posted to behaviour emh fund portfolio by RobHayward on 2008-03-31 10:24:29 as **
  • Investor Psychology and Asset Pricing
    The Journal of Finance, Vol. 56, No. 4. (2001), pp. 1533-1597.
    by David Hirshleifer
    posted to behaviour emh equity by RobHayward on 2008-03-29 07:31:14 as ** along with 1 person Oliver
  • Traders' Expectations in Asset Markets: Experimental Evidence
    The American Economic Review, Vol. 97, No. 5. (December 2007), pp. 1901-1920.
    by Haruvy, Ernan, Lahav, Yaron, Noussair, N Charles
    posted to behaviour expectations microstructure trading by RobHayward on 2008-03-03 21:04:31 as **
  • Up Close and Personal: Investor Sophistocation and the Disposition Effect
    Management Science, Vol. 52, No. 5. (2006), pp. 726-740.
    by Ravi Dhar, Ning Zhu
    posted to behaviour finance by RobHayward on 2008-03-02 19:55:11 as **
  • The information content of net buying pressure: Evidence from the KOSPI 200 index option market
    Journal of Financial Markets, Vol. 11, No. 1. (February 2008), pp. 36-56.
    by Jangkoo Kang, Hyoung-Jin Park
    posted to behaviour microstructure momentum sentiment by RobHayward on 2008-01-17 09:36:42 as *****
  • Are Cover Stories Effective Contrarian Indicators?
    Financial Analysts Journal, Vol. 63, No. 2. (2007)
    by Tom Arnold, John Earl, David North
    posted to behaviour expectations information momentum by RobHayward on 2008-01-03 19:28:12 as *****
  • Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Vilatility
    NBER Working Paper No. W13401 (September 2007)
    by Bernard Dumas, Alexander Kurshev, Ramman Uppal
    posted to behaviour bubble momentum risk sentiment by RobHayward on 2007-11-09 07:40:13 as ****
  • Contrarian and momentum profitability revisited: Evidence from the London Stock Exchange 1964-2005
    Journal of Multinational Financial Management, Vol. 17, No. 5. (December 2007), pp. 432-447.
    by Emilios C Galariotis, Phil Holmes, Xiaodong S Ma
    posted to behaviour emh microstructure momentum by RobHayward on 2007-11-08 12:34:54 as ***
  • Cultural distance and valuation of multinational corporations
    Journal of Multinational Financial Management, Vol. 17, No. 5. (December 2007), pp. 365-383.
    by Murad Antia, Barry J Lin, Christos Pantzalis
    posted to behaviour firm fm by RobHayward on 2007-11-08 12:31:17 as **
  • notes Timid Choices and Bold Forecasts: A Cognitive Perspective on Risk Taking
    Management Science, Vol. 39, No. 1. (1993), pp. 17-31.
    by Daniel Kahneman, Dan Lovallo
    posted to behaviour business risk by RobHayward on 2007-08-18 09:57:39 as ** along with 3 people Oliver beckyallen ewig002
  • notes Do Professional Traders Exhibit Myopic Loss Aversion? An Experimental Analysis.
    Journal of Finance, Vol. LX, No. 1. (February 2005)
    by Michael S Haigh, John List
    posted to behaviour emh finance trading by RobHayward on 2007-08-17 08:49:25 as ***
  • Noise Trading in a Laboratory Financial Market: A Maximum Likelihood Approach
    Journal of the European Economic Association
    by Marco Cipriani, Antonio Guarino
    posted to behaviour experiment noise by RobHayward on 2007-08-17 08:31:11 as **
  • A Review of the Effect of Investor Sentiment on Financial Markets: Implications for Investors
    International Journal of Management, Vol. 22, No. 4. (December 2005), pp. 708-715.
    by Wen-Chen Lo, Ku-Jun Lin
    posted to behaviour emh momentum noise by RobHayward on 2007-08-17 08:26:12 as ****
  • notes Which Money is Smart? Mutual Fund Buys and Sells of Individual and Institutional Investors
    by Aneel Keswani, David Stolin
    posted to behaviour capm emh fund by RobHayward on 2007-08-17 08:21:44 as **
  • notes Explaining Downstream Integration
    Managerial and Decision Economics, Vol. 15, No. 2. (1994), pp. 119-129.
    by Sumit K Majumdar, Venkatram Ramaswamy
    posted to agency behaviour firm governance by RobHayward on 2007-08-03 14:05:25 as ****
  • Timid Choices and Bold Forecasts: A Cognitive Perspective on Risk Taking
    Management Science, Vol. 39, No. 1. (January 1993)
    by D Kahneman, D Lovallo
    posted to behaviour risk by RobHayward on 2007-07-26 08:45:48 as ****
  • Why are gambling markets organised so differently from financial markets?
    The Economic Journal, Vol. 114 (April 2004), pp. 223-246.
    by Steven D Levitt
    posted to behaviour finance markets by RobHayward on 2007-07-23 09:57:06 as *****
  • notes The Limits of Arbitrage
    The Journal of Finance, Vol. 52, No. 1. (1997), pp. 35-55.
    by Andrei Shleifer, Robert W Vishny
    posted to behaviour risk trading by RobHayward on 2007-06-24 09:47:48 as *** along with 1 person and 1 group rlai MITCCI
  • Risk Taking by Mutual Funds as a Response to Incentives
    The Journal of Political Economy, Vol. 105, No. 6. (December 1997), pp. 1167-1200.
    by Judith Chevalier, Glenn Ellison
    posted to behaviour emh finance fund by RobHayward on 2007-05-24 10:44:25 as **
  • Momentum strategies in commodity futures markets
    Journal of Banking & Finance, Vol. 31, No. 6. (June 2007), pp. 1863-1886.
    by Joelle Miffre, Georgios Rallis
    posted to behaviour commodities momentum by RobHayward on 2007-05-21 05:50:49 as ***
  • notes The Size and Incidence of Losses from Noise Trading
    Journal of Finance, Vol. 44, No. 3. (July 1989), pp. 681-696.
    by Bradford J Delong, Andrei Schleifer, Lawrence H Summers, Robert J Waldmann
    posted to behaviour momentum noise by RobHayward on 2007-05-20 13:32:41 as ****
  • The Halloween Indicator, 'Sell in May and Go Away': Another Puzzle
    (July 2001)
    by Ben Jacobson, Sven Bouman
    posted to behaviour capm emh finance by RobHayward on 2007-05-17 13:38:53 as **
  • Prospect Theory: An Analysis of Decision under Risk
    Econometrica, Vol. 47, No. 2. (1979), pp. 263-292.
    by Daniel Kahneman, Amos Tversky
    posted to behaviour finance risk by RobHayward on 2007-05-17 10:45:17 as ***** along with 17 people and 3 groups shankar klouie toomash meryn garyfeng y4su0 bellatrix beckyallen tschenk bsmyth nelmor tkravitz christiand suizan umbrajp quianominorleo i-stevenson Glimcher_Lab ReadingLab Kording Lab
    • Вы можете ссылаться на эту страницу по адресу: http://www.citeulike.org/user/RobHayward/tag/behaviour

    Result page: 1 2 Next RIS BibTeX
    CiteULike organises scholarly (or academic) papers or literature and provides bibliographic (which means it makes bibliographies) for universities and higher education establishments. It helps undergraduates and postgraduates. People studying for PhDs or in postdoctoral (postdoc) positions. The service is similar in scope to EndNote or RefWorks or any other reference manager like BibTeX, but it is a social bookmarking service for scientists and humanities researchers.