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Retail investors' contrarian behavior around news, attention, and the momentum effect

Luo, Cheng; Ravina, Enrichetta; Sammon, Marco; Viceira, … - 2023

contributes to post earnings announcement drift (PEAD) and price momentum. Indeed, when we double-sort by momentum portfolios and … retail trading flows, PEAD and momentum are only present in the top two quintiles of retail trading intensity. Finer sorts … substantial role of retail investors in generating momentum. Alternative hypotheses, such as the disposition effect and stale …

Persistent link: https://www.econbiz.de/10014369372

Consumption and portfolio decisions when expected returns are time varying

Campbell, John Y.; Viceira, Luis M. - 1996

Persistent link: https://www.econbiz.de/10000613973

Who should buy long-term bonds?

Campbell, John Y.; Viceira, Luis M. - 1998

Persistent link: https://www.econbiz.de/10000682920

Optimal life-cycle investing with flexible labor supply : a welfare analysis o life-cycle funds

Gomes, Francisco J.; Kotlikoff, Laurence J.; Viceira, … - 2008

Persistent link: https://www.econbiz.de/10003715962

Optimal life-cycle investing with flexible labor supply : a welfare analysis of life-cycle funds

Gomes, Francisco J.; Kotlikoff, Laurence J.; Viceira, … - In: The American economic review 98 (2008) 2, pp. 297-303

Persistent link: https://www.econbiz.de/10003730194

Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

Chacko, George; Viceira, Luis M. - In: The review of financial studies 18 (2005) 4, pp. 1369-1402

Persistent link: https://www.econbiz.de/10003352847

Life-cycle funds

Viceira, Luis M. - In: Overcoming the saving slump : how to increase the …, (pp. 140-177). 2008

Persistent link: https://www.econbiz.de/10003853884

Global currency hedging

Campbell, John Y.; Serfaty-de Medeiros, Karine; … - 2007

This paper considers the risk management problem of an investor who holds a diversified portfolio of global equities or bonds and chooses long or short positions in currencies to manage the risk of the total portfolio. Over the period 1975-2005, we find that a risk-minimizing global equity...

Persistent link: https://www.econbiz.de/10003467876

Global currency hedging

Campbell, John Y. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003501726

Strategic asset allocation : portfolio choice for long-term investors

Campbell, John Y.; Viceira, Luis M. - 2002 - 1. publ.

Persistent link: https://www.econbiz.de/10008771929