Results 81 to 90 of about 502,438 (221)
International Journal of Management and Economics, 2015 The aim of this paper is to investigate whether susceptibility to selected behavioral biases (overconfidence, mental accounting and sunk-cost fallacy) is correlated with the Eysenck’s [1978] personality traits (impulsivity, venturesomeness, and empathy).
Rzeszutek Marcin
doaj +1 more source
Erratum to: `Yield curve shapes and the asymptotic short rate distribution in affine one-factor models' [PDF]
arXiv, 2017 This paper corrects an error in [Keller-Ressel, M. and Steiner T. "Yield curve shapes and the asymptotic short rate distribution in affine one-factor models." Finance and Stochastics 12.2 (2008): 149-172]. The error concerns the correct expression for the boundary between normal and humped yield curve behavior in affine one-factor short-rate models.
arxiv
Applications of a New Self-Financing Equation [PDF]
arXiv, 2019 The goal of this note is to illustrate the impact of a self-financing condition recently introduced by the authors. We present the analyses of two specific applications usually considered in more traditional models in financial mathematics. They include hedging European options with limit orders and the optimal behavior of market makers.
arxiv
Complex evolutionary systems in behavioral finance [PDF]
Traditional finance is built on the rationality paradigm. This chapter discusses simple models from an alternative approach in which financial markets are viewed as complex evolutionary systems.
Hommes, C.H., Wagener, F.O.O.
core
Testing Behavioral Finance Theories Using Trends and Sequences in Financial Performance [PDF]
, 2002 Wesley S. Chan +2 more
openalex +1 more source
Herding behavior in cryptocurrency markets [PDF]
arXiv, 2018 There are no solid arguments to sustain that digital currencies are the future of online payments or the disruptive technology that some of its former participants declared when used to face critiques. This paper aims to solve the cryptocurrency puzzle from a behavioral finance perspective by finding the parallelism between biases present in financial ...
arxiv
The Allusions of Behavioral Finance [PDF]
, 2014 The deliberation in theoretical finance among the Efficient Market Hypothesis (EMH) and the subject of the behavioral finance is of immense interest. from the time when its emerge, the EMH has been the most significant theory which describes the behavior
Azhar, Tehseen +5 more
core +1 more source
Perspectives on Behavioral Finance: Does 'Irrationality' Disappear with Wealth? Evidence from Expectations and Actions [PDF]
, 2003 Annette Vissing‐Jørgensen
openalex +1 more source
Stock Returns, Aggregate Earnings Surprises, and Behavioral Finance [PDF]
, 2003 Jonathan Lewellen +2 more
openalex +1 more source
Stock Trading Using PE ratio: A Dynamic Bayesian Network Modeling on Behavioral Finance and Fundamental Investment [PDF]
arXiv, 2017 On a daily investment decision in a security market, the price earnings (PE) ratio is one of the most widely applied methods being used as a firm valuation tool by investment experts. Unfortunately, recent academic developments in financial econometrics and machine learning rarely look at this tool.
arxiv