Focusing on volatility information instead of portfolio weights as an aid to investor decisions
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DOI: 10.1007/s10683-017-9537-0
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Cited by:
- Huber, Christoph & Huber, Jürgen & Kirchler, Michael, 2022.
"Volatility shocks and investment behavior,"
Journal of Economic Behavior & Organization, Elsevier, vol. 194(C), pages 56-70.
- Christoph Huber & Jürgen Huber & Michael Kirchler, 2021. "Volatility Shocks and Investment Behavior," Working Papers 2021-06, Faculty of Economics and Statistics, Universität Innsbruck.
- Huber, Christoph & Huber, Juergen & Kirchler, Michael, 2021. "Volatility shocks and investment behavior," OSF Preprints jr4eb, Center for Open Science.
- Huber, Jürgen & Palan, Stefan & Zeisberger, Stefan, 2019. "Does investor risk perception drive asset prices in markets? Experimental evidence," Journal of Banking & Finance, Elsevier, vol. 108(C).
- Xiu Chen & Fuhai Hong & Xiaojian Zhao, 2020. "Concentration and variability of forecasts in artificial investment games: an online experiment on WeChat," Experimental Economics, Springer;Economic Science Association, vol. 23(3), pages 815-847, September.
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More about this item
Keywords
Risk taking; Volatility inadaptability; Asset allocation; Experience sampling; Risk perception;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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