Zobrazeno 1 - 10
of 68
pro vyhledávání: '"Robert B Durand"'
Publikováno v:
PLoS ONE, Vol 16, Iss 9, p e0255038 (2021)
We present an experimental protocol to examine the relationship between exogenously induced stress and confidence in a setting applicable to financial markets. Confidence will be measured by a prediction interval for a one period ahead price forecast
Externí odkaz:
https://doaj.org/article/a1c389624f6c4d69b4b7dbaae4411d34
Publikováno v:
Revista de Contabilidad: Spanish Accounting Review, Vol 27, Iss 1 (2024)
We investigate the effect of women directors on the cost of bank loans for a sample of Australian listed firms during the period 2002-2017. More women on both boards and committees are associated with lower loan spreads, reduced default risk, and imp
Externí odkaz:
https://doaj.org/article/309cc7e93aa341a782c1ae01dcfc2ab2
Publikováno v:
Journal of Behavioral Finance. :1-17
It Could Be Overreaction, Not Lottery Seeking, That Is Behind Bali, Cakici and Whitelaw’s Max Effect
Publikováno v:
Critical Finance Review. 11:647-675
Publikováno v:
International Review of Financial Analysis. 87:102568
Publikováno v:
Studies in Economics and Finance. 38:32-49
PurposeThe purpose of this paper is to examine the relationship between psychopathy and its underlying traits and financial risk and time preferences.Design/methodology/approachThe authors measure risk and time preferences using both the cumulative p
Publikováno v:
International Review of Financial Analysis. 62:35-52
We examine a sample of corporate inversions from 1993 to 2015 by firms active in the U.S. markets and find that shareholders experience positive abnormal returns in the short-run. In the long-run, inversions have a deleterious effect on shareholder w
Publikováno v:
Journal of Behavioral Finance. 20:339-353
Investor propensity to exhibit myopic loss aversion (MLA) varies. The authors’ analysis, which follows and extends the experimental design of Gneezy and Potters [1997] and Haigh and List [2...
Publikováno v:
Journal of Behavioral Finance. 20:154-172
The propensity of the forecasts of sell-side financial analysts to converge (or diverge) is a function of their exogenous and endogenous selective attention and overconfidence. When returns are neg...
Publikováno v:
SSRN Electronic Journal.
This paper examines the recency bias and overreaction in the NFL betting market from 2003 to 2017. Consistent with the recency bias, bettors are more likely to bet on teams who have won previous outcomes. We add to the literature and find that the ma