Workshop on Applied Behavioral Finance Studies
نویسندگان
چکیده
منابع مشابه
Behavioral Finance Models and Behavioral Biases in Stock Price Forecasting
Stock market is affected by news and information. If the stock market is not efficient, the reaction of stock price to news and information will place the stock market in overreaction and under-reaction states. Many models have been already presented by using different tools and techniques to forecast the stock market behavior. In this study, the reaction of stock price in the stock market was ...
متن کاملMalliavin Calculus applied to Finance
In this article, we give a brief informal introduction to Malliavin Calculus for newcomers. We apply these ideas to the simulation of Greeks in Finance. First to European-type options where formulas can be computed explicitly and therefore can serve as testing ground. Later we study the case of Asian options where close formulas are not available, and we also open the view for including more ex...
متن کاملThe End of Behavioral Finance
n 1985, Werner De Bondt and I published an article that asked the question: “Does the stock market overreact?” The article was controversial because it gave evidence to support the hypothesis that a cognitive bias (investor overreaction to a long series of bad news) could produce predictable mispricing of stocks traded on the NYSE. Although this idea was hardly shocking to practitioners, the co...
متن کاملSummer Workshop on Money, Banking, Payments and Finance: An Overview
The 2010 Summer Workshop on Money, Banking, Payments and Finance met at the Federal Reserve Bank of Chicago this summer, for the second year. The following document summarizes and ties together the papers
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ژورنال
عنوان ژورنال: Journal of Economic Sociology
سال: 2012
ISSN: 1726-3247
DOI: 10.17323/1726-3247-2012-5-153-162