Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 38 for “"Behavioral Finance"”.
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Dynamic trading and behavioral finance
… of these strategies. The second approach is more behavioral in nature and aims to elicit how various market players expect to react to large changes in asset prices. We use a global survey of individual investors, financial advisors, and institutional investors to do this. We find that most …
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Essays in Household and Behavioral Finance
This thesis contains three chapters on household finance and behavioral finance. The first chapter studies how to balance insurance and incentives in student loans with income-contingent repayment, which insure borrowers against income risk but also can reduce their incentives to earn more. Using a …
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Behavioral Finance: Factors Influencing Angel Investor Decisions
… angels may be particularly influenced by behavioral factors. In order to provide insight into the investment decisions of angel investors this dissertation examines angel investor and deal characteristics including demographics, experience, perception of the management team, the source …
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Essays on Market Microstructure, Behavioral Finance, and Asset Management
Finally, in the last chapter we use daily observations from 448 actively managed funds and employ the empirical strategy of Bollen and Busse (2001) to assess the ability of fund managers to time systematic risk factors. We construct synthetic portfolios to obtain the empirical distribution of …
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Investor risk profiling: an enhanced behavioral finance perspective and technique for identifying client risk profiles
… requires an overhaul through the lens of behavioral finance which offers a more rigorous understanding of the risk appetite of the investor. Through independent samples t test, we measure the performance of two groups of investors over time; one with behavioral finance questions and one …
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Two Essays in Finance: Cultural Finance and Behavioral Financial Literacy
… examines two inter-related topics in finance: Cultural Finance and Behavioral Finance. Both Cultural Finance and Behavioral Finance assume that humans are boundedly rational or irrational, thus rejecting traditional or neoclassical notions of pure rationality. Specifically, this …
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Senderos de racionalidad limitada en la crisis subprime
Los conceptos ofrecidos por Behavioral Finance pueden ser de gran utilidad para comprender los factores psicológicos que intercedieron en la creación de la burbuja financiera y su posterior colapso. El objetivo del presente trabajo es realizar un análisis de la crisis a la luz de este marco …
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Sentimento do investidor: índice de confiança do empresário e a sua relação com a taxa de retorno das ações BM&FBOVESPA
The behavioral finance appears with the classical finance fragility to explain recurring intrinsic phenomena of the human fact in relations to the investments. In traditional theories there is no room to consider the effect of the investor sentiment (on the shares pricing. it assumes that in …
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The relationship between investor holding period, and stock and stockholder characteristics
… that have done poorly. These findings add to the behavioral finance literature. The results support the "trend-chaser" hypothesis which suggests that momentum investors make their investment decisions only on stock return movements, and not on fundamental factors. Stocks with larger spreads or …
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Multiyear Cat Bonds and Investor Behavior
… explain this asymmetry by building an integrated behavioral finance model for economic decision making in catastrophic contexts and by using results from the investor psychology literature.
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Quantifying the Effects of Sentiment and Expectations on the United States Credit Growth
… U.S. credit growth, drawing upon insights from behavioral finance and macroeconomic forecasting. While traditional economic theories emphasize fundamental determinants of credit expansion, growing evidence suggests that psychological biases, investor sentiment, and extrapolative expectations …
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The Identification of Housing Bubbles in the U.S. and China and Lessons for Avoiding Them
… the study conducts an econometric analysis using behavioral finance theories. Finally, the study concludes that the formation of momentum housing bubble resulted from the social contagion of herd thinking, and suggests ways to improve financial infrastructure to solve future problems.
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The Impact of Air Pollution on the Stock Market in South Korea
<p>Recently, behavioral finance researchers have produced many articles about moods effect on financial market. Weather factors and sports sentiments have a significant impact on moods and then the moods affect financial market. Air pollution also has an effect on financial market. This paper's …
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Valuing the premium in Chinese stock markets using exchange options
… for this result by reference to recent work in behavioral finance by DeMarzo, Kaniel and Kremer (2004) and (2007), and discuss the implications for both policymakers and traders.
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Rhetorical Financial Engineering: Challenging an Hermeneutic Framework for Organizational Behavior
… method as an intervention into the discipline of behavioral finance and economics. The rhetoric of economics invites an examination of ethos , both as dwelling place and habitat which enables the observer to see how the discourse functions. This project then will examine the key moments in recent …
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General superposition strategies and asset allocation
… Despite their widespread use and support from behavioral finance, there has been little discussion of their impact on portfolio performance in classic portfolio choice theory. In this thesis, I remedy this situation by discussing the performance impact of stopping rules, highlighting the …
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The Impact of Information Uncertainty on Stock Price Performance and Managers' Equity Financing Decision
… The empirical evidence is consistent with behavioral finance theory that stocks with higher information uncertainty have greater abnormal adjusted returns, especially following bad news. Chapter 4 further tests the role of information uncertainty in cross-sectional stock returns within 30 …
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Media news sentiment and Commodity futures dynamics
… and can be explained by both information and behavioral finance theories. Second, news sentiment can predict the cross section of commodity futures returns, and this predictability is weakly explained by other benchmark factors suggested in the literature. The risk of news sentiment is …
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An analysis of the relationship between accounting indicators and share price on the Namibian stock exchange
… so in emerging African economies. Over time, finance has established several methods used to evaluate performance of stock markets. One of these is the return model which describes the relationship between stock returns and accounting earnings, this model has roots in behavioral finance and is …
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