S Steiger, M Pelster - Journal of Economic Behavior & Organization, 2020 - Elsevier
We investigate the influence of social interactions on asset markets and provide an empirical test of the hypothesis that social interactions increase asset pricing bubbles. We test the …
K Meier, A Niessen-Ruenzi… - Available at SSRN …, 2020 - papers.ssrn.com
We show that competitive female role models reduce women's perceived stereotype threat and increase their willingness to compete. Competitive male role models have the opposite …
AL Bodoh-Creed - Review of Finance, 2020 - academic.oup.com
I model the effect of associative memory on asset prices. The model includes mood- congruent memory, which predicts that the subjective goodness (or badness) of the agent's …
Recent works have shown how tail events could account for financial anomalies such as the equity premiumpuzzle. These models do not explore, however, why investors would …
T Straszewski, JT Siegel - Applied Psychology: Health and …, 2020 - Wiley Online Library
Background The current set of pre‐registered studies tested the effect of savoring a high‐ arousal (exciting) or low‐arousal (calm) positive experience on help‐seeking intentions …
Why do people's financial and economic preferences vary so widely?'Nurture'variables such as socioeconomic factors partially explain these differences, but scientists have been …
Using direct model-free tests, this dissertation addresses identification of bubbles in real markets and provides evidence of bubbles in Midwestern US farmland and a superstar …
I Filiz - International Journal of Economics and Financial …, 2020 - researchgate.net
The consequences of overconfidence affect many spheres of economic life. As yet, few factors are known that determine the extent of possible overconfidence. There are also few …
MI Alsheikh - Journal of Economics and Business, 2020 - Elsevier
This paper studies how beliefs-dependent risk aversion and information align with firm- specific wealth,“executives' inside equity holdings.” It primarily uses the information risk …