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Investor Sentiment and the Closed-End Fund Puzzle
Lee, Charles - 2011
This paper examines the proposition that fluctuations in discounts on closed end funds are driven by changes in individual investor sentiment toward closed end funds and other securities. The theory implies that discounts on various funds must move together, that new funds get started when...
Persistent link: https://www.econbiz.de/10012756869
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Do noisy stock prices impede real efficiency?
Xiao, Steven Chong - In: Management science : journal of the Institute for … 66 (2020) 12, pp. 5990-6014
Persistent link: https://www.econbiz.de/10012391494
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Offsetting disagreement and security prices
Huang, Shiyang; Hwang, Byoung-Hyoun; Lou, Dong; Yin, Chengxi - In: Management science : journal of the Institute for … 66 (2020) 8, pp. 3444-3465
Persistent link: https://www.econbiz.de/10012289149
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Asset management and financial conglomerates : attention through stellar funds
Zambrana, Rafael - In: Management science : journal of the Institute for … 67 (2021) 4, pp. 2500-2518
Persistent link: https://www.econbiz.de/10012522808
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The beta anomaly and mutual fund performance
Irvine, Paul; Kim, Jeong-ho; Ren, Jue - In: Management science : journal of the Institute for … 70 (2024) 1, pp. 143-163
Persistent link: https://www.econbiz.de/10014469917
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Heterogeneity and Risk Sharing in Village Economies
Chiappori, Pierre-Andre - 2011
correlated in most villages with portfolio-choice estimates. The heterogeneity matters for policy: Although the average household …
Persistent link: https://www.econbiz.de/10013131495
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Lifecycle Impacts of the Financial and Economic Crisis on Household Optimal Consumption, Portfolio Choice, and Labor Supply
Chai, Jingjing - 2011
the rest of the economy via high unemployment and reduced labor earnings, which reduced household contributions to Social …
Persistent link: https://www.econbiz.de/10013123696
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Optimal Portfolio Choice with Wage-Indexed Social Security
Li, Jialun - 2011
This paper re-examines the classic question of how a household should optimally allocate its portfolio between risky …
Persistent link: https://www.econbiz.de/10013125573
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Ambiguity Aversion and Household Portfolio Choice : Empirical Evidence
Dimmock, Stephen G. - 2013
We test the relation between ambiguity aversion and five household portfolio choice puzzles: non- participation, low ….S. household survey, we measure ambiguity aversion using custom- designed questions based on Ellsberg urns. As theory predicts …
Persistent link: https://www.econbiz.de/10013087877
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Household Finance : Education, Permanent Income and Portfolio Choice
Cooper, Russell - 2013
This paper studies household financial choices: why are these decisions dependent on the education level of the … household? A life cycle model is constructed to understand a rich set of facts about decisions of households with different …
Persistent link: https://www.econbiz.de/10013075858