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Department of Economics

IV Workshop LABSI
on
Behavioral Finance: Theory and Experimental Evidence


ACCEPTED PAPERS

 

Ĺgren, Martin

Uppsala University

Loss Aversion and Higher Moments

Alemanni, Barbara* and Alessandra Franzosi**

*Universitŕ di Genova **Borsa Italiana

Portfolio and psychology of high frequency online traders

Alfarano, Simone*, Iván Barreda** and Eva Camacho***

*University of Kiel **University of Castellón ***University Autonoma of Madrid

On the strategies of heterogeneous and imperfectly informed traders

Ashta, Arvind,* Brice Corgnet,** Christophe Godlewski,*** and Angela Sutan****

*CEREN Dijon **University Carlos III, Madrid ***LARGE, Strasbourg, ****CEREN, Dijon, and BETA, Strasbourg

The power of words in financial markets : soft versus hard information, a strategy method experiment

Bianco, Simone* and Roberto Renň**

*University of North Texas **University of Siena

Dynamics of intraday serial correlation in the Italian futures market

Braverman, Oded,* Shmuel Kandel,** and Avi Wohl*

*Tel Aviv University, **Tel Aviv University, Wharton School, University of Pennsylvania, and CEPR

The (Bad?) Timing of Mutual Fund Investors

Caginalp, Gunduz* and Vladimira Ilieva**

*University of Pittsburgh, **The Institute of Behavioral Finance

The Dynamics of Trader Motivations in Asset Bubbles

Chateauneuf, Alain

Université Paris 1, Panthéon-Sorbonne

From sure to strong diversification

Davies, Greg B.

University College London

Dynamic Reference Points: Investors as Consumers of Uncertainty

Di Mauro, Carmela

Universitŕ di Catania

Asset Prices and Trading under Knightian Uncertainty: Results from Experimental Markets

Duxbury, Darren

Leeds University Business School

Peak Impact: Financial risk perception and the peak of the return distribution

Fairchild, Richard

University of Bath

The effect of Managerial Overconfidence, asymmetric information, and moral hazard on capital structure decisions

Fellner, Gerlinde* and Erik Theissen**

*Vienna University of Economics **University of Bonn

Short sales constraints, divergence of opinion and asset values - Evidence from the laboratory

Guiso, Luigi* and Tullio Jappelli**

*University of Rome Tor Vergata, Ente Einaudi and CEPR, **University of Salerno, CSEF, and CEPR

Information Acquisition, Overconfidence and Portfolio Performance

Hens, Thorsten and Martin Vlcek

University of Zurich

Does Prospect Theory Explain the Disposition Effect

Huberman, Gur

Columbia Business School

What is the NPV of Expected Future Profits of Money Managers?

Jouini, Elyčs, Selima Ben Mansour and Clotilde Napp

Université Paris-Dauphine

Is there a pessimistic bias in individual beliefs? Evidence from survey data.

Kluger, Brian* and Dan Friedman**

*University of Cincinnati

**University of California at Santa Cruz

Financial Engineering and Rationality: Experimental Evidence Based on the Monty Hall Problem”

Lütie, Torben* and Luca Rebeggiani**

*Deutsche Asset Management **University of Hannover

Investment Behaviour of Italian Fund Managers: Will Boys Be Boys?

Mardyla, Grzegorz

Yokohama National University

Trigger-happy confidence

Marey, Philip S.

Maastricht University

Interest rate expectations: an experimental study

Massa, Massimo* and Andrei Simonov**

*INSEAD and CEPR
 **Stockholm School of Economics

Shareholder Homogeneity and Firm Value. The Disciplining Role of Non-Controlling Shareholders

Niessen, Alexandra and Stefan Ruenzi

University of Cologne and Center for Financial Research (CFR) Cologne

Sex Matters: Gender and Mutual Funds

Otto, Philipp E.

University College London

Note on Ways of Saving: Mental Mechanisms as Tools for Self-Control?

Paiella, Monica and Andrea Tiseno

Banca d’Italia

Stock market optimism and participation cost: a mean-variance estimation

Pfiffelmann, Marie

Laboratoire de Recherche en Gestion et en Economie Strasbourg

Which optimal design for LLDAs?

Pińón, Adelson* and Martin Weber**

*Universität Mannheim and Madrid Autonomous University **Universität Mannheim and CEPR, London

The Influence of Present and Prior Alternatives on Risk Aversion

Pope, Robin* Reinhard Selten,* Sebastian Kube** and Jürgen von Hagen*

*Bonn University **University of Karlsruhe

Experimental Evidence on the Benefits of Eliminating Exchange Rate Uncertainties and Why Expected Utility Theory causes Economists to Miss Them

Rigoni, Ugo and Massimo Warglien

Universitŕ Cŕ Foscari Venezia

Analogical transfer of experience and the misuse of diversification. A real option investment experiment

Salzman, Diego* and Emanuela Trifan**

*CORE Université catholique de Louvain **Darmstadt University of Technology

Emotions, Bayesian Inference, and Financial Decision Making