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Tristan Roger

Personal Details

First Name:Tristan
Middle Name:
Last Name:Roger
Suffix:
RePEc Short-ID:pro626
https://sites.google.com/site/tristanroger1/

Affiliation

Centre de Recherches sur la Gestion (CEREG)
Dauphine Recherches en Management (DRM)
Université Paris-Dauphine (Paris IX)

Paris, France
http://www.dauphine.fr/cereg/
RePEc:edi:crgp9fr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Tristan Roger & Wael Bousselmi & Patrick Roger & Marc Willinger, 2018. "Another law of small numbers: patterns of trading prices in experimental markets," Working Papers hal-01954921, HAL.
  2. Tristan Roger & Wael Bousselmi & Patrick Roger & Marc Willinger, 2018. "The effect of price magnitude on analysts' forecasts: evidence from the lab," CEE-M Working Papers hal-01954919, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro.
  3. Patrick Roger & Tristan Roger & Alain Schatt, 2017. "Idiosyncratic volatility and nominal stock prices: evidence from approximate factor structures," Post-Print hal-02303555, HAL.
  4. Marie-Pierre Dargnies & Carole Gresse & Tristan Roger & Arnaud Simon, 2017. "Robert J. Shiller. l’exubérance irrationnelle des marchés," Post-Print hal-01894269, HAL.
  5. Marie Pfiffelmann & Tristan Roger & Olga Bourachnikova, 2016. "When Behavioral Portfolio Theory Meets Markowitz Theory," Post-Print hal-01483831, HAL.
  6. Tristan Roger, 2015. "Earnings Forecast Accuracy And Career Concerns," Post-Print hal-01483837, HAL.
  7. Maxime Merli & Tristan Roger, 2011. "What drives the herding behavior of individual investors?," Working Papers of LaRGE Research Center 2011-03, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.

    repec:lam:wpceem:18-21 is not listed on IDEAS
    repec:lam:wpceem:18-24 is not listed on IDEAS

Articles

  1. Patrice Fontaine & Tristan Roger, 2020. "A re-examination of analysts’ differential target price forecasting ability," Finance, Presses universitaires de Grenoble, vol. 41(1), pages 53-95.
  2. Tristan Roger, 2018. "The coverage assignments of financial analysts," Accounting and Business Research, Taylor & Francis Journals, vol. 48(6), pages 651-673, September.
  3. Roger, Tristan & Roger, Patrick & Schatt, Alain, 2018. "Behavioral bias in number processing: Evidence from analysts’ expectations," Journal of Economic Behavior & Organization, Elsevier, vol. 149(C), pages 315-331.
  4. Roger, Tristan, 2017. "Reporting errors in the I/B/E/S earnings forecast database: J. Doe vs. J. Doe," Finance Research Letters, Elsevier, vol. 20(C), pages 170-176.
  5. Pfiffelmann, Marie & Roger, Tristan & Bourachnikova, Olga, 2016. "When Behavioral Portfolio Theory meets Markowitz theory," Economic Modelling, Elsevier, vol. 53(C), pages 419-435.
  6. Maxime Merli & Tristan Roger, 2013. "What drives the herding behavior of individual investors?," Finance, Presses universitaires de Grenoble, vol. 34(3), pages 67-104.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Tristan Roger & Wael Bousselmi & Patrick Roger & Marc Willinger, 2018. "Another law of small numbers: patterns of trading prices in experimental markets," Working Papers hal-01954921, HAL.

    Cited by:

    1. Tristan Roger & Wael Bousselmi & Patrick Roger & Marc Willinger, 2021. "The effect of price magnitude on analysts' forecasts: evidence from the lab," Post-Print hal-03026577, HAL.
    2. Borsboom, Charlotte & Füllbrunn, Sascha, 2021. "Stock Price Level Effect," MPRA Paper 109286, University Library of Munich, Germany.

  2. Marie Pfiffelmann & Tristan Roger & Olga Bourachnikova, 2016. "When Behavioral Portfolio Theory Meets Markowitz Theory," Post-Print hal-01483831, HAL.

    Cited by:

    1. Chen, Xingjiang & Ruan, Xinfeng & Zhang, Wenjun, 2021. "Dynamic portfolio choice and information trading with recursive utility," Economic Modelling, Elsevier, vol. 98(C), pages 154-167.
    2. Marija Kuzmanovic & Dragana Makajic-Nikolic & Nebojsa Nikolic, 2019. "Preference Based Portfolio for Private Investors: Discrete Choice Analysis Approach," Mathematics, MDPI, vol. 8(1), pages 1-20, December.
    3. Hübner, Georges & Lejeune, Thomas, 2021. "Mental accounts with horizon and asymmetry preferences," Economic Modelling, Elsevier, vol. 103(C).
    4. Amen Aissi Harzallah & Mouna Boujelbene Abbes, 2020. "The Impact of Financial Crises on the Asset Allocation: Classical Theory Versus Behavioral Theory," Journal of Interdisciplinary Economics, , vol. 32(2), pages 218-236, July.
    5. Xi Zhang & Xu Wu & Linlin Zhang & Zhonglu Chen, 2022. "The Evaluation of Mean-Detrended Cross-Correlation Analysis Portfolio Strategy for Multiple risk Assets," Evaluation Review, , vol. 46(2), pages 138-164, April.
    6. Lehlohonolo Letho & Grieve Chelwa & Abdul Latif Alhassan, 2022. "Cryptocurrencies and portfolio diversification in an emerging market," China Finance Review International, Emerald Group Publishing Limited, vol. 12(1), pages 20-50, January.
    7. Kuo-Hwa Chang & Michael Nayat Young, 2019. "Portfolios Optimizations of Behavioral Stocks with Perception Probability Weightings," Annals of Economics and Finance, Society for AEF, vol. 20(2), pages 817-845, November.
    8. Maxime MERLI & Antoine PARENT, 2022. "Portfolio Diversification During the Belle Époque: When the Actual Portfolios of French Individual Investors Met Behavioral Finance," Working Papers of LaRGE Research Center 2022-01, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.

  3. Maxime Merli & Tristan Roger, 2011. "What drives the herding behavior of individual investors?," Working Papers of LaRGE Research Center 2011-03, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.

    Cited by:

    1. Salem, Razan, 2019. "Examining the investment behavior of Arab women in the stock market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 22(C), pages 151-160.
    2. Caglayan, Mustafa & Talavera, Oleksandr & Zhang, Wei, 2021. "Herding behaviour in P2P lending markets," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 27-41.
    3. Talpsepp, Tõnn & Tänav, Anne-Liis, 2021. "Do gender, age and education affect herding in the real estate market?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
    4. Ali, Mazhar & Amir, Dr.Huma & Shamsi, Dr.Aamir, 2021. "Consumer Herding Behavior in Online Buying: A Literature Review," MPRA Paper 107435, University Library of Munich, Germany.
    5. D’Hondt, Catherine & Merli, Maxime & Roger, Tristan, 2022. "What drives retail portfolio exposure to ESG factors?," Finance Research Letters, Elsevier, vol. 46(PB).
    6. Al-Maadid, Alanoud & Alhazbi, Saleh & Al-Thelaya, Khaled, 2022. "Using machine learning to analyze the impact of coronavirus pandemic news on the stock markets in GCC countries," Research in International Business and Finance, Elsevier, vol. 61(C).
    7. Tihana Škrinjarić, 2018. "Revisiting Herding Investment Behavior on the Zagreb Stock Exchange: A Quantile Regression Approach," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 3(2), pages 119-162, December.
    8. Joyita Banerji & Kaushik Kundu & Parveen Ahmed Alam, 2023. "The Impact of Behavioral Biases on Individuals’ Financial Choices under Uncertainty: An Empirical Approach," Business Perspectives and Research, , vol. 11(3), pages 401-424, September.
    9. Puput Tri Komalasari & Marwan Asri & Bernardinus M. Purwanto & Bowo Setiyono, 2022. "Herding behaviour in the capital market: What do we know and what is next?," Management Review Quarterly, Springer, vol. 72(3), pages 745-787, September.
    10. Liu, Tengdong & Zheng, Dazhi & Zheng, Suyan & Lu, Yang, 2023. "Herding in Chinese stock markets: Evidence from the dual-investor-group," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
    11. Mai, Nhat Chi, 2020. "Behaviours In The Stock Market - An Empirical Study," OSF Preprints ypq8m, Center for Open Science.
    12. Frey, Stefan & Herbst, Patrick & Walter, Andreas, 2014. "Measuring mutual fund herding – A structural approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 219-239.
    13. Anna Blajer-Gołębiewska, 2021. "Individual corporate reputation and perception of collective corporate reputation regarding stock market investments," PLOS ONE, Public Library of Science, vol. 16(9), pages 1-21, September.
    14. Catherine D’hondt & Maxime Merli & Tristan Roger, 2021. "What drives retail portfolio exposure to ESG factors?," Post-Print hal-03373287, HAL.
    15. Łukasz Dopierała & Magdalena Mosionek-Schweda, 2020. "Pension Fund Management, Investment Performance, and Herding in the Context of Regulatory Changes: New Evidence from the Polish Pension System," Risks, MDPI, vol. 9(1), pages 1-19, December.
    16. Samuel Tabot Enow, 2024. "Investigating Overreaction and Underreaction in Initial Public Offerings," International Journal of Economics and Financial Issues, Econjournals, vol. 14(4), pages 172-177, July.
    17. Li, Wei & Rhee, Ghon & Wang, Steven Shuye, 2017. "Differences in herding: Individual vs. institutional investors," Pacific-Basin Finance Journal, Elsevier, vol. 45(C), pages 174-185.
    18. Gandal, Neil & Bar-Gill, Sagit, 2017. "Online Exploration, Content Choice & Echo Chambers: An Experiment," CEPR Discussion Papers 11909, C.E.P.R. Discussion Papers.
    19. Andrey Kudryavtsev, 2019. "Short-Term Herding Effect On Market Index Returns," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 14(01), pages 1-16, March.
    20. Nilkanth Kumar & Nirmal Kumar Raut & Suchita Srinivasan, 2022. "Herd behavior in the choice of motorcycles: Evidence from Nepal," CER-ETH Economics working paper series 22/366, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
    21. Mavruk, Taylan, 2022. "Analysis of herding behavior in individual investor portfolios using machine learning algorithms," Research in International Business and Finance, Elsevier, vol. 62(C).
    22. Zheng, Zhigang & Tang, Ke & Liu, Yaodong & Guo, Jie Michael, 2021. "Gender and herding," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 379-400.
    23. Hsieh, Shu-Fan & Chan, Chia-Ying & Wang, Ming-Chun, 2020. "Retail investor attention and herding behavior," Journal of Empirical Finance, Elsevier, vol. 59(C), pages 109-132.
    24. Gemayel, Roland & Preda, Alex, 2024. "Herding in the cryptocurrency market: A transaction-level analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).

Articles

  1. Tristan Roger, 2018. "The coverage assignments of financial analysts," Accounting and Business Research, Taylor & Francis Journals, vol. 48(6), pages 651-673, September.

    Cited by:

    1. Vadim S. Balashov & Zhanel B. DeVides, 2020. "Is Diversification A Job Safety Net For Sell‐Side Analysts?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 43(3), pages 543-573, August.
    2. Nigel Barradale & Thomas Plenborg & Simone Staehr, 2022. "Investor feedback: impact on analyst biases and investor critical evaluation," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(1), pages 767-803, March.
    3. Li, Wanyun, 2022. "Disclosure of internal control material weaknesses and optimism in analyst earnings forecasts," International Journal of Accounting Information Systems, Elsevier, vol. 44(C).
    4. Zhenhua Chen & Adrienna Huffman & Gans Narayanamoorthy & Ruizhong Zhang, 2021. "Minimum tick size and analyst coverage: Evidence from the Tick Size Pilot Program," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 48(3-4), pages 666-691, March.
    5. Guanming He & Helen Mengbing Ren & Richard Taffler, 2020. "The impact of corporate tax avoidance on analyst coverage and forecasts," Review of Quantitative Finance and Accounting, Springer, vol. 54(2), pages 447-477, February.

  2. Roger, Tristan & Roger, Patrick & Schatt, Alain, 2018. "Behavioral bias in number processing: Evidence from analysts’ expectations," Journal of Economic Behavior & Organization, Elsevier, vol. 149(C), pages 315-331.

    Cited by:

    1. Reveley Callum & Shanaev Savva & Bin Yu & Panta Humnath & Ghimire Binam, 2023. "Analyst herding—whether, why, and when? Two new tests for herding detection in target forecast prices," Economics and Business Review, Sciendo, vol. 9(4), pages 25-55, December.
    2. Aloosh, Arash & Ouzan, Samuel, 2020. "The psychology of cryptocurrency prices," Finance Research Letters, Elsevier, vol. 33(C).
    3. Tristan Roger & Wael Bousselmi & Patrick Roger & Marc Willinger, 2021. "The effect of price magnitude on analysts' forecasts: evidence from the lab," Post-Print hal-03026577, HAL.
    4. Lin William Cong & Xi Li & Ke Tang & Yang Yang, 2023. "Crypto Wash Trading," Management Science, INFORMS, vol. 69(11), pages 6427-6454, November.
    5. Xavier Gabaix, 2017. "Behavioral Inattention," NBER Working Papers 24096, National Bureau of Economic Research, Inc.
    6. Tristan Roger & Wael Bousselmi & Patrick Roger & Marc Willinger, 2018. "Another law of small numbers: patterns of trading prices in experimental markets," Working Papers hal-01954921, HAL.
    7. Kelly Shue & Richard R. Townsend, 2021. "Can the Market Multiply and Divide? Non‐Proportional Thinking in Financial Markets," Journal of Finance, American Finance Association, vol. 76(5), pages 2307-2357, October.
    8. Métais, Carole & Roger, Tristan, 2022. "Are retail investors less aggressive on small price stocks?," Journal of Financial Markets, Elsevier, vol. 59(PA).
    9. Kelly Shue & Richard R. Townsend, 2019. "Can the Market Multiply and Divide? Non-Proportional Thinking in Financial Markets," NBER Working Papers 25751, National Bureau of Economic Research, Inc.
    10. Roger, Tristan, 2024. "Do financial analysts care about ESG ?," Finance Research Letters, Elsevier, vol. 63(C).
    11. Borsboom, Charlotte & Füllbrunn, Sascha, 2021. "Stock Price Level Effect," MPRA Paper 109286, University Library of Munich, Germany.
    12. Hiroaki Sakaguchi & John Gathergood & Neil Stewart, 2020. "How Preferences for Round Numbers Affect Choices: Stickiness and Jumpiness in Credit Card Payments," Discussion Papers 2020-20, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
    13. Fabrice Hervé & Sylvain Marsat, 2024. "Like daughter, like father: Female socialization and green equity investment," Post-Print hal-04717594, HAL.

  3. Roger, Tristan, 2017. "Reporting errors in the I/B/E/S earnings forecast database: J. Doe vs. J. Doe," Finance Research Letters, Elsevier, vol. 20(C), pages 170-176.

    Cited by:

    1. Huai-Chun Lo & Chia-Ying Chan, 2023. "Mean reverting in stock ratings distribution," Review of Quantitative Finance and Accounting, Springer, vol. 60(3), pages 1065-1097, April.

  4. Pfiffelmann, Marie & Roger, Tristan & Bourachnikova, Olga, 2016. "When Behavioral Portfolio Theory meets Markowitz theory," Economic Modelling, Elsevier, vol. 53(C), pages 419-435.
    See citations under working paper version above.
  5. Maxime Merli & Tristan Roger, 2013. "What drives the herding behavior of individual investors?," Finance, Presses universitaires de Grenoble, vol. 34(3), pages 67-104.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-EXP: Experimental Economics (6) 2018-11-19 2018-11-26 2019-01-21 2019-01-21 2019-04-01 2019-04-01. Author is listed
  2. NEP-MST: Market Microstructure (3) 2018-11-19 2019-01-21 2019-04-01
  3. NEP-BEC: Business Economics (1) 2011-08-02
  4. NEP-CBE: Cognitive and Behavioural Economics (1) 2011-08-02
  5. NEP-FMK: Financial Markets (1) 2012-01-25

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