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Behavioural Finance and the Decision to Invest in High Tech Stocks

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Author Info
Sian Owen (School of Banking and Finance, University of New South Wales)
Abstract

Recently, investment in high technology companies boomed as people invested large sums of money even when there was little chance of the company being profitable. This is contrary to classical beliefs that investors have rational expectations and maximise their utility. Instead we must consider the idea that people are irrational and make decisions for many reasons, few of which involve a judicious analysis of the available data. Some individuals are over-confident, whilst others copy the actions of previous investors. This paper attempts to explain why people invested in these companies and concludes that few, if any, investors are totally rational.

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Paper provided by School of Finance and Economics, University of Technology, Sydney in its series Working Paper Series with number 119.

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Date of creation: 01 Aug 2002
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Handle: RePEc:uts:wpaper:119

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Related research
Keywords: behavioural finance; overconfidence; herd behaviour;

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Find related papers by JEL classification:
D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies

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  1. Merton, Robert C., 1985. "On the current state of the stock market rationality hypothesis," Working papers 1717-85., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
  2. Gervais, Simon & Odean, Terrance, 2001. "Learning to be Overconfident," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 14(1), pages 1-27.
    Other versions:
  3. Shefrin, Hersh & Statman, Meir, 1985. " The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence," Journal of Finance, American Finance Association, vol. 40(3), pages 777-90, July. [Downloadable!] (restricted)
  4. Robert J. Shiller, 1998. "Human Behavior and the Efficiency of the Financial System," NBER Working Papers 6375, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  5. Dissanaike, Gishan, 1996. "Are stock price reversals really asymmetric? A note," Journal of Banking & Finance, Elsevier, vol. 20(1), pages 189-201, January. [Downloadable!] (restricted)
  6. Sian Owen, 2001. "Failures in B2C Companies; Two Examples and Lessons for New Players," Working Paper Series 113, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]
  7. De Bondt, Werner F M & Thaler, Richard, 1985. " Does the Stock Market Overreact?," Journal of Finance, American Finance Association, vol. 40(3), pages 793-805, July. [Downloadable!] (restricted)
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