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Equity Portfolio Diversification
Citations
Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Investidor Pessoa FÃsica
by Roberto Ushisima in Empresas e Mercados on 2009-09-22 20:34:00
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Ahrens, Steffen & Bosch-Rosa, Ciril & Roulund, Rasmus, 2019. "Price Dynamics and Trader Overconfidence," Rationality and Competition Discussion Paper Series 161, CRC TRR 190 Rationality and Competition.
- M. Reza Bradrania & Maurice Peat & Stephen Satchell, 2022. "Liquidity Costs, Idiosyncratic Volatility and Expected Stock Returns," Papers 2211.04695, arXiv.org.
- Abrahamson, Martin, 2016. "“Rookies to the stock market: A portrait of new shareholders”," Research in International Business and Finance, Elsevier, vol. 38(C), pages 565-576.
- Deaves, Richard & Lüders, Erik & Schröder, Michael, 2010.
"The dynamics of overconfidence: Evidence from stock market forecasters,"
Journal of Economic Behavior & Organization, Elsevier, vol. 75(3), pages 402-412, September.
- Deaves, Richard & Lüders, Erik & Schröder, Michael, 2005. "The dynamics of overconfidence: Evidence from stock market forecasters," CoFE Discussion Papers 05/10, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Richard Deaves & Erik Lüders & Michael Schröder, 2010. "The Dynamics of Overconfidence: Evidence from Stock Market Forecasters," Post-Print hal-00849407, HAL.
- Deaves, Richard & Lüders, Erik & Schröder, Michael, 2005. "The Dynamics of Overconfidence: Evidence from Stock Market Forecasters," ZEW Discussion Papers 05-83, ZEW - Leibniz Centre for European Economic Research.
- C. James Hueng & Ruey Yau, 2006. "Investor preferences and portfolio selection: is diversification an appropriate strategy?," Quantitative Finance, Taylor & Francis Journals, vol. 6(3), pages 255-271.
- Bryan Foltice & Thomas Langer, 2015. "Profitable momentum trading strategies for individual investors," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(2), pages 85-113, May.
- Turki Rashed Alshammari & Jean-Noël Ory, 2023. "The Impact of Religious Announcements on Stock Prices and Investment Decisions on the Saudi Stock Exchange," Post-Print hal-04105704, HAL.
- Raslan Alzuabi & Sarah Brown & Mark N. Harris & Karl Taylor, 2024.
"Modelling the composition of household portfolios: A latent class approach,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 57(1), pages 243-275, February.
- Raslan Alzuabi & Sarah Brown & Mark N. Harris & Karl Taylor, 2022. "Modelling the composition of household portfolios: A latent class approach," Working Papers 2022019, The University of Sheffield, Department of Economics.
- Daniel Jubinski & Marc Tomljanovich, 2013. "Do FOMC minutes matter to markets? An intraday analysis of FOMC minutes releases on individual equity volatility and returns," Review of Financial Economics, John Wiley & Sons, vol. 22(3), pages 86-97, September.
- Fong, Kingsley & Krug, Juliane D. & Leung, Henry & Westerholm, Joakim P., 2020. "Determinants of household broker choices and their impacts on performance," Journal of Banking & Finance, Elsevier, vol. 112(C).
- Laurens Cherchye & Bram De Rock & Dieter Saelens, 2024. "Financial portfolio performance of Belgian households : a nonparametric assessment," Working Paper Research 448, National Bank of Belgium.
- Ani Guerdjikova & John Quiggin, 2018.
"Heuristic Modes of Decision Making and Survival in Financial Markets,"
Post-Print
hal-02086267, HAL.
- Ani Guerdjikova & John Quiggin, 2018. "Heuristic Modes of Decision Making and Survival in Financial Markets," Post-Print hal-02086078, HAL.
- Hackethal, Andreas & Haliassos, Michael & Jappelli, Tullio, 2012.
"Financial advisors: A case of babysitters?,"
Journal of Banking & Finance, Elsevier, vol. 36(2), pages 509-524.
- Hackethal, Andreas & Haliassos, Michael & Jappelli, Tullio, 2009. "Financial advisors: A case of babysitters?," CFS Working Paper Series 2009/04, Center for Financial Studies (CFS).
- Andreas Hackethal & Michael Haliassos & Tullio Jappelli, 2009. "Financial Advisors: A Case of Babysitters?," CSEF Working Papers 219, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 03 Mar 2011.
- Jappelli, Tullio & Haliassos, Michael & Hackethal, Andreas, 2009. "Financial Advisors: A Case of Babysitters?," CEPR Discussion Papers 7235, C.E.P.R. Discussion Papers.
- Shin, Su Hyun & Kim, Kyoung Tae & Seay, Martin, 2020. "Sources of information and portfolio allocation," Journal of Economic Psychology, Elsevier, vol. 76(C).
- Veronica Cappelli & Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Stefania Minardi, 2021.
"Sources of Uncertainty and Subjective Prices,"
Journal of the European Economic Association, European Economic Association, vol. 19(2), pages 872-912.
- V. Cappelli & S. Cerreia-Vioglio & F. Maccheroni & M. Marinacci & S. Minardi, 2018. "Sources of Uncertainty and Subjective Prices," Working Papers 628, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Lars Hornuf & Matthias Schmitt & Eliza Stenzhorn, 2022. "The local bias in equity crowdfunding: Behavioral anomaly or rational preference?," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 31(3), pages 693-733, August.
- Liu, Jingting, 2016. "Covered in Gold: Examining gold consumption by middle class consumers in emerging markets," International Business Review, Elsevier, vol. 25(3), pages 739-747.
- Alexander Kempf & Christoph Merkle & Alexandra Niessen†Ruenzi, 2014. "Low Risk and High Return – Affective Attitudes and Stock Market Expectations," European Financial Management, European Financial Management Association, vol. 20(5), pages 995-1030, November.
- Mohammad Tariqul Islam Khan & Siow-Hooi Tan, 2019. "Stated Preferences for Firm’s Characteristics and Asset Allocation Decisions," Global Business Review, International Management Institute, vol. 20(4), pages 839-855, August.
- Ritika & Nawal Kishor, 2020. "Development and validation of behavioral biases scale: a SEM approach," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 14(2), pages 237-259, November.
- Czaja, Daniel & Röder, Florian, 2020. "Self-attribution bias and overconfidence among nonprofessional traders," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 186-198.
- Elyès Jouini & Paul Karehnke & Clotilde Napp, 2014.
"On Portfolio Choice with Savoring and Disappointment,"
Management Science, INFORMS, vol. 60(3), pages 796-804, March.
- Elyès Jouini & Paul Karehnke & Clotilde Napp, 2013. "On Portfolio Choice with Savoring and Disappointment," Post-Print halshs-00927267, HAL.
- Turan G. Bali & Nusret Cakici & Robert F. Whitelaw, 2009. "Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns," NBER Working Papers 14804, National Bureau of Economic Research, Inc.
- Phan, Thuy Chung & Rieger, Marc Oliver & Wang, Mei, 2018. "What leads to overtrading and under-diversification? Survey evidence from retail investors in an emerging market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 19(C), pages 39-55.
- Migliavacca, Milena & Goodell, John W. & Paltrinieri, Andrea, 2023. "A bibliometric review of portfolio diversification literature," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Şenol, Doğaç & Onay, Ceylan, 2023. "Impact of gamification on mitigating behavioral biases of investors," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
- Abreu, Margarida & Mendes, Victor, 2012.
"Information, overconfidence and trading: Do the sources of information matter?,"
Journal of Economic Psychology, Elsevier, vol. 33(4), pages 868-881.
- Margarida Abreu & Victor Mendes, 2011. "Information, Overconfidence and Trading: Do the Sources of Information Matter?," Working Papers Department of Economics 2011/25, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Stanislav Bozhkov & Habin Lee & Uthayasankar Sivarajah & Stella Despoudi & Monomita Nandy, 2020. "Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility," Annals of Operations Research, Springer, vol. 294(1), pages 419-452, November.
- Nektarios Aslanidis & Charlotte Christiansen & Neophytos Lambertides & Christos S. Savva, 2019.
"Idiosyncratic volatility puzzle: influence of macro-finance factors,"
Review of Quantitative Finance and Accounting, Springer, vol. 52(2), pages 381-401, February.
- Nektarios Aslanidis & Charlotte Christiansen & Neophytos Lambertides & Christos S. Savva, 2014. "Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors," CREATES Research Papers 2014-45, Department of Economics and Business Economics, Aarhus University.
- Aslanidis, Nektarios & Christiansen, Charlotte & Lambertides, Neophytos & Savva, Christos S., 2015. "Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors," Working Papers 2072/246968, Universitat Rovira i Virgili, Department of Economics.
- Maximilian Koestner & Benjamin Loos & Steffen Meyer & Andreas Hackethal, 2017. "Do individual investors learn from their mistakes?," Journal of Business Economics, Springer, vol. 87(5), pages 669-703, July.
- Rajnish Mehra & Sunil Wahal & Daruo Xie, 2021.
"Is idiosyncratic risk conditionally priced?,"
Quantitative Economics, Econometric Society, vol. 12(2), pages 625-646, May.
- Rajnish Mehra & Sunil Wahal & Daruo Xie, 2016. "Is Idiosyncratic Risk Conditionally Priced?," NBER Working Papers 22016, National Bureau of Economic Research, Inc.
- Desagre, Christophe & D’Hondt, Catherine, 2021. "Googlization and retail trading activity," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
- Zhou, Zhongbao & Jin, Qianying & Xiao, Helu & Wu, Qian & Liu, Wenbin, 2018. "Estimation of cardinality constrained portfolio efficiency via segmented DEA," Omega, Elsevier, vol. 76(C), pages 28-37.
- John Gathergood & David Hirshleifer & David Leake & Hiroaki Sakaguchi & Neil Stewart, 2023.
"Naïve Buying Diversification and Narrow Framing by Individual Investors,"
Journal of Finance, American Finance Association, vol. 78(3), pages 1705-1741, June.
- John Gathergood & David Hirshleifer & David Leake & Hiroaki Sakaguchi & Neil Stewart, 2019. "Naïve *Buying* Diversification and Narrow Framing by Individual Investors," NBER Working Papers 25567, National Bureau of Economic Research, Inc.
- Hsin, Chin-Wen & Peng, Shu-Cing, 2023. "Investor propensity to speculate and price delay in emerging markets," International Review of Financial Analysis, Elsevier, vol. 86(C).
- Shahed Ahmmed & Shohana Siddique, 2022. "Efficient Diversification Strategies: Mitigating Unsystematic Risk with DS-30 Stocks," Post-Print hal-04547688, HAL.
- James A. Yunker & Alla A. Melkumian, 2012. "Opportunity Costs of Sub-Optimal Diversification," Accounting and Finance Research, Sciedu Press, vol. 1(2), pages 1-25, November.
- William N. Goetzmann & Massimo Massa, 2003.
"Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias,"
Yale School of Management Working Papers
ysm14, Yale School of Management.
- William N. Goetzmann & Massimo Massa, 2005. "Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias," Yale School of Management Working Papers ysm447, Yale School of Management.
- William N. Goetzmann & Massimo Massa, 2004. "Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias," Yale School of Management Working Papers ysm331, Yale School of Management.
- William N. Goetzmann & Massimo Massa, 2003. "Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias," NBER Working Papers 9499, National Bureau of Economic Research, Inc.
- Massimo Massa & William Goetzmann, 2003. "Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias," Yale School of Management Working Papers ysm333, Yale School of Management, revised 01 Apr 2005.
- Goetzmann, William & Massa, Massimo, 2004. "Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias," CEPR Discussion Papers 4814, C.E.P.R. Discussion Papers.
- Kreppmeier, Julia & Laschinger, Ralf & Steininger, Bertram I. & Dorfleitner, Gregor, 2023. "Real estate security token offerings and the secondary market: Driven by crypto hype or fundamentals?," Journal of Banking & Finance, Elsevier, vol. 154(C).
- Kristjan Liivamägi, 2015. "Investor Education and Portfolio Diversification on the Stock Market," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 7(1).
- Abad, Pilar & Robles, M. Dolores, 2014. "Credit rating agencies and idiosyncratic risk: Is there a linkage? Evidence from the Spanish Market," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 152-171.
- Bruno Spilak & Wolfgang Karl Hardle, 2022. "Risk budget portfolios with convex Non-negative Matrix Factorization," Papers 2204.02757, arXiv.org, revised Jun 2023.
- Matthew Hood & John Nofsinger & Abhishek Varma, 2014. "Conservation, Discrimination, and Salvation: Investors’ Social Concerns in the Stock Market," Journal of Financial Services Research, Springer;Western Finance Association, vol. 45(1), pages 5-37, February.
- Matthias Horn & Andreas Oehler, 2020. "Automated portfolio rebalancing: Automatic erosion of investment performance?," Journal of Asset Management, Palgrave Macmillan, vol. 21(6), pages 489-505, October.
- Zhao, Xiaojuan & Wang, Ye & Liu, Weiyi, 2024. "Someone like you: Lottery-like preference and the cross-section of expected returns in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
- Nofsinger, John R. & Varma, Abhishek, 2013. "Availability, recency, and sophistication in the repurchasing behavior of retail investors," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2572-2585.
- Giofré, Maela, 2017.
"Financial education, investor protection and international portfolio diversification,"
Journal of International Money and Finance, Elsevier, vol. 71(C), pages 111-139.
- Maela Giofré, 2012. "Financial education, investor protection and international portfolio diversification," CeRP Working Papers 130, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Giofré, Maela, 2015. "Financial Education, Investor Protection and International Portfolio Diversification," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201547, University of Turin.
- Nguyen, Hung T. & Truong, Cameron, 2018. "When are extreme daily returns not lottery? At earnings announcements!," Journal of Financial Markets, Elsevier, vol. 41(C), pages 92-116.
- Jacobs, Heiko & Müller, Sebastian & Weber, Martin, 2014. "How should individual investors diversify? An empirical evaluation of alternative asset allocation policies," Journal of Financial Markets, Elsevier, vol. 19(C), pages 62-85.
- Xingjian Zheng & Dehua Shen, 2020. "The High-Volume Return Premium: Does it Really Exist in the Chinese Stock Market?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(2), pages 213-230, June.
- Benoît Carmichael & Gilles Boevi Koumou & Kevin Moran, 2023.
"Unifying Portfolio Diversification Measures Using Rao’s Quadratic Entropy,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(4), pages 769-802, December.
- Benoît Carmichael & Gilles Boevi Koumou & Kevin Moran, 2015. "Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy," Cahiers de recherche 1508, CIRPEE.
- Gilles Boevi Koumou & Kevin Moran, 2015. "Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy," Cahiers de recherche 1502, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
- Kevin Moran & Benoît Carmichael & Gilles Boevi Koumou, 2015. "Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy," CIRANO Working Papers 2015s-16, CIRANO.
- Ammann, Manuel & Coqueret, Guillaume & Schade, Jan-Philip, 2016.
"Characteristics-based portfolio choice with leverage constraints,"
Journal of Banking & Finance, Elsevier, vol. 70(C), pages 23-37.
- Ammann, Manuel & Coqueret, Guillaume & Schade, Jan-Philip, 2016. "Characteristics-based Portfolio Choice with Leverage Constraints," Working Papers on Finance 1607, University of St. Gallen, School of Finance.
- Olivier Armantier & Wändi Bruine de Bruin & Giorgio Topa & Wilbert van der Klaauw & Basit Zafar, 2015.
"Inflation Expectations And Behavior: Do Survey Respondents Act On Their Beliefs?,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(2), pages 505-536, May.
- Olivier Armantier & Wändi Bruine de Bruin & Giorgio Topa & Wilbert Van der Klaauw & Basit Zafar, 2011. "Inflation expectations and behavior: Do survey respondents act on their beliefs?," Staff Reports 509, Federal Reserve Bank of New York.
- Wilbert van der Klaauw & Wandi Bruine de Bruin & Giorgio Topa & Basit Zafar & Olivier Armantier, 2012. "Inflation Expectations and Behavior: Do Survey Respondents Act on their Beliefs?," 2012 Meeting Papers 121, Society for Economic Dynamics.
- Olivier Armantier & Giorgio Topa & Wilbert Van der Klaauw & Basit Zafar, 2011. "Inflation Expectations and Behavior: Do Survey Respondents Act on Their Beliefs?," Liberty Street Economics 20110727, Federal Reserve Bank of New York.
- Marieke Bos & Chloé Le Coq & Peter van Santen, 2022.
"Scarcity and consumers’ credit choices,"
Theory and Decision, Springer, vol. 92(1), pages 105-139, February.
- Marieke Bos & Chloé Le Coq & Peter Van Santen, 2021. "Scarcity and consumers' credit choices," Post-Print hal-04120434, HAL.
- Faias, José A. & Ferreira, Miguel A., 2017.
"Does institutional ownership matter for international stock return comovement?,"
Journal of International Money and Finance, Elsevier, vol. 78(C), pages 64-83.
- Jose Faias & Miguel Ferreira & Pedro Santa-Clara & Pedro Matos, 2011. "Does Institutional Ownership Matter for International Stock Return Comovement?," EcoMod2011 3038, EcoMod.
- Gregor Dorfleitner & Lars Hornuf & Martina Weber, 2018. "Paralyzed by Shock: The Portfolio Formation Behavior of Peer-to-Business Lending Investors," CESifo Working Paper Series 7092, CESifo.
- Hueng, C. James & Yau, Ruey, 2013. "Country-specific idiosyncratic risk and global equity index returns," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 326-337.
- Martijn Boermans & Ian Cooper & Piet Sercu & Rosanne Vanpée, 2022. "Foreign bias in equity portfolios: Informational advantage or familiarity bias?," Working Papers 742, DNB.
- Jinesh Jain & Nidhi Walia & Simarjeet Singh & Esha Jain, 2022. "Mapping the field of behavioural biases: a literature review using bibliometric analysis," Management Review Quarterly, Springer, vol. 72(3), pages 823-855, September.
- R. Jared DeLisle & Nathan Walcott, 2017. "The Role of Skewness in Mergers and Acquisitions," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 7(01), pages 1-38, March.
- Lu, Xiaomeng & Zhang, Xianjun & Guo, Jiaojiao & Yue, Pengpeng, 2024. "Digital finance era: Will individual investors become better players?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
- Mark Whitmeyer, 2019. "Relative performance concerns among investment managers," Annals of Finance, Springer, vol. 15(2), pages 205-231, June.
- Camille Magron & Maxime Merli, 2012. "Stocks repurchase and sophistication of individual investors," Working Papers of LaRGE Research Center 2012-02, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Hiraki, Takato & Liu, Ming & Wang, Xue, 2015. "Country and industry concentration and the performance of international mutual funds," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 297-310.
- Anginer,Deniz & Han,Snow Xue & Yildizhan,Celim, 2017.
"Do individual investors ignore transaction costs ?,"
Policy Research Working Paper Series
8098, The World Bank.
- Anginer, Deniz & Han, Xue Snow & Yildizhan, Celim, 2017. "Do Individual Investors Ignore Transaction Costs?," MPRA Paper 89941, University Library of Munich, Germany.
- Anginer, Deniz & Yildizhan, Celim & Han, Xue Snow, 2017. "Do Individual Investors Ignore Transaction Costs?," MPRA Paper 79358, University Library of Munich, Germany.
- Barbara Pfeffer, 2006. "Trade Policy and Risk Diversification," Volkswirtschaftliche Diskussionsbeiträge 126-06, Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht.
- Pedro M. Mirete-Ferrer & Alberto Garcia-Garcia & Juan Samuel Baixauli-Soler & Maria A. Prats, 2022. "A Review on Machine Learning for Asset Management," Risks, MDPI, vol. 10(4), pages 1-46, April.
- Nicolas Aubert & Niaz Kammoun & Yacine Bekrar, 2018.
"Financial decisions of the financially literate,"
Finance, Presses universitaires de Grenoble, vol. 39(2), pages 43-91.
- Nicolas Aubert & Niaz Kammoun & Yacine Bekrar, 2018. "Financial decisions of the financially literate," Post-Print halshs-01850997, HAL.
- Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2013.
"Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky,"
Finance, Presses universitaires de Grenoble, vol. 34(1), pages 7-41.
- Marie Briere & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2012. "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky," Working Papers CEB 12-003, ULB -- Universite Libre de Bruxelles.
- Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2013. "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky," Post-Print hal-01493323, HAL.
- Baller, Stefanie, 2017. "Risk taking in the market of speculative exchange-traded retail products: Do socio-economic factors matter?," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-27-17, University of Passau, Faculty of Business and Economics.
- Schneider, C.A.R. & Spalt, Oliver, 2016. "Conglomerate investment, skewness, and the CEO long shot bias," Other publications TiSEM 5d9321e2-35ea-40f9-9eae-4, Tilburg University, School of Economics and Management.
- Wang, Li-Hsun & Lin, Chu-Hsiung & Kang, Jui-Heng & Fung, Hung-Gay, 2016. "Idiosyncratic volatility and excess Return: Evidence from the Greater China region," Finance Research Letters, Elsevier, vol. 19(C), pages 126-129.
- Daniel Hoechle & Stefan Ruenzi & Nic Schaub & Markus Schmid, 2017.
"The Impact of Financial Advice on Trade Performance and Behavioral Biases,"
Review of Finance, European Finance Association, vol. 21(2), pages 871-910.
- Hoechle, Daniel & Ruenzi, Stefan & Schaub, Nic & Schmid, Markus, 2014. "The Impact of Financial Advice on Trade Performance and Behavioral Biases," Working Papers on Finance 1419, University of St. Gallen, School of Finance, revised Dec 2015.
- Gutiérrez-Nieto, Begoña & Ortiz, Cristina & Vicente, Luis, 2023. "A bibliometric analysis of the disposition effect: Origins and future research avenues," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
- Riza Demirer & Konstantinos Gkillas & Christos Kountzakis & Amaryllis Mavragani, 2020. "Risk Appetite and Jumps in Realized Correlation," Mathematics, MDPI, vol. 8(12), pages 1-11, December.
- Ding, David K. & Ferreira, Christo & Wongchoti, Udomsak, 2016. "Does it pay to be different? Relative CSR and its impact on firm value," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 86-98.
- Reis, Pedro Nogueira & Pinto, António Pedro Soares, 2024. "Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
- Abreu, Margarida & Mendes, Victor & Santos, João A.C., 2011.
"Home country bias: Does domestic experience help investors enter foreign markets?,"
Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2330-2340, September.
- Margarida Abreu & Victor Mendes & João A. Santos, 2010. "Home Country Bias: Does Domestic Experience Help Investors Enter Foreign Markets?," Working Papers Department of Economics 2010/02, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Richard Ochmann, 2014.
"Differential income taxation and household asset allocation,"
Applied Economics, Taylor & Francis Journals, vol. 46(8), pages 880-894, March.
- Richard Ochmann, 2010. "Differential Income Taxation and Household Asset Allocation," Discussion Papers of DIW Berlin 1058, DIW Berlin, German Institute for Economic Research.
- Bellofatto, Anthony & Broihanne, Marie-Hélène & D'Hondt, Catherine, 2019. "Appetite for information and trading behavior," LIDAM Discussion Papers LFIN 2019002, Université catholique de Louvain, Louvain Finance (LFIN).
- Muñoz, Fernando & Vicente, Ruth, 2018. "Hindsight effect: What are the actual cash flow timing skills of mutual fund investors?," Journal of Empirical Finance, Elsevier, vol. 45(C), pages 181-193.
- Drobetz, Wolfgang & Mussbach, Emil & Westheide, Christian, 2020. "Corporate insider trading and return skewness," Journal of Corporate Finance, Elsevier, vol. 60(C).
- Gruszka, Jarosław & Szwabiński, Janusz, 2021. "Advanced strategies of portfolio management in the Heston market model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 574(C).
- Uhr, Charline & Meyer, Steffen & Hackethal, Andreas, 2021. "Smoking hot portfolios? Trading behavior, investment biases, and self-control failure," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 73-95.
- Bansal, Avijit & Jacob, Joshy, 2022. "Impact of Price Path on Disposition Bias," Journal of Banking & Finance, Elsevier, vol. 143(C).
- Izhakian, Yehuda, 2020. "A theoretical foundation of ambiguity measurement," Journal of Economic Theory, Elsevier, vol. 187(C).
- Jean-Paul Chavas, 2011. "On the microeconomics of diversification under learning," Journal of Economics, Springer, vol. 104(1), pages 25-47, September.
- Tracey West & Andrew C. Worthington, 2018. "Synthesizing an Index of Financial Literacy Using Not†For†Purpose Survey Data," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 47(2-3), pages 331-352, July.
- Duxbury, Darren & Yao, Songyao, 2017. "Are investors consistent in their trading strategies? An examination of individual investor-level data," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 77-87.
- Annaert, Jan & Verdickt, Gertjan, 2021. "Go active or stay passive: Investment trust, financial innovation and diversification in Belgium's early days," Explorations in Economic History, Elsevier, vol. 79(C).
- Eaton, Gregory W. & Green, T. Clifton & Roseman, Brian S. & Wu, Yanbin, 2022. "Retail trader sophistication and stock market quality: Evidence from brokerage outages," Journal of Financial Economics, Elsevier, vol. 146(2), pages 502-528.
- Alim, Wajid & Ali, Amjad & Farid, Maryiam, 2021.
"The Impact of Islamic Portfolio on Risk and Return,"
MPRA Paper
111211, University Library of Munich, Germany.
- Alim, Wajid & Ali, Amjad, 2021. "The Impact of Islamic Portfolio on Risk and Return," MPRA Paper 111048, University Library of Munich, Germany.
- Jiang, Julia & Liu, Jun & Tian, Weidong & Zeng, Xudong, 2022. "Portfolio concentration, portfolio inertia, and ambiguous correlation," Journal of Economic Theory, Elsevier, vol. 203(C).
- Francisco Amaral & Martin Dohmen & Sebastian Kohl & Moritz Schularick, 2021.
"Superstar Returns,"
SciencePo Working papers Main
hal-03881493, HAL.
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