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The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility
Huerta, Daniel; Egly, Peter V.; Escobari, Diego - 2015
The real estate investment trust (REIT) industry experienced a liquidity crisis resulting from reduced access to credit commitments as banks were restoring their balance sheets during the 2007-2009 financial crisis. Employing generalized autoregressive conditional heteroscedasticity (GARCH)...
Persistent link: https://www.econbiz.de/10011390743
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The Use of the Recognition Heuristic as an Investment Strategy in European Stockmarkets
Lobão, Júlio; Pacheco, Luís; Pereira, Carlos - In: Journal of Economics, Finance and Administrative Science 22 (2017) 43, pp. 207-223
recognized stocks in Europe. Findings – The authors conclude that a recognition heuristic portfolio yields poorer returns than a … market portfolio. In contrast, from the data collected on Google Trends, weak evidence was found that strong increases in … it is necessary to revise the portfolio on a monthly basis. Despite the results obtained, they are useful to …
Persistent link: https://www.econbiz.de/10011859405
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Investor education and trading activity on the stock market
Liivamagi, Kristjan - In: Baltic Journal of Economics 16 (2016) 2, pp. 114-131
regression model and controlling for gender, age, wealth, portfolio diversification and average stock holding period, this study …
Persistent link: https://www.econbiz.de/10011868507
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Prospect theory in the financial decision-making process: An empirical study of two Argentine universities
de Guevara Cortés, Rogelio Ladrón; Tolosa, Leticia Eva; … - In: Journal of Economics, Finance and Administrative Science 28 (2023) 55, pp. 116-133
Purpose - This paper aims to provide empirical evidence for using the prospect theory (PT) basic assumptions in the Argentine context. Mainly, this study analysed the financial decision-making process in students of the economic-administrative academic area of two universities, one public and...
Persistent link: https://www.econbiz.de/10014516356
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Behavioural finance: The decoy effect on stock investment decisions
Okumura, Bruno Uekane; Pimenta Júnior, Tabajara; … - In: Journal of Economics, Finance and Administrative Science 28 (2023) 56, pp. 335-351
Purpose - This study aims to investigate the occurrence of the decoy effect in stock investment decisions based on fundamental analysis. Design/methodology/approach In this study, the decoy effect was investigated by applying two questionnaires, one of them with the presence of a decoy...
Persistent link: https://www.econbiz.de/10014516371
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Recursive portfolio selection with decision trees
Andriyashin, Anton (contributor);  … - 2008
; decision trees in finance ; nonlinear decision rules ; asset management portfolio optimisation …
Persistent link: https://www.econbiz.de/10003636039
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The impact of individual investment behavior for retirement welfare : evidence from the United States and Germany
Post, Thomas; Gründl, Helmut; Schmit, Joan Therese; … - 2008
Much of the industrialized world is undergoing a significant demographic shift, placing strain on public pension systems. Policymakers are responding with pension system reforms that put more weight on privately managed retirement funds. One concern with these changes is the effect on individual...
Persistent link: https://www.econbiz.de/10003727472
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Is financial risk-taking behaviour genetically transmitted?
Cesarini, David (contributor) - 2008
financial risk-taking. -- genetics ; risk-taking ; portfolio investment ; twins …
Persistent link: https://www.econbiz.de/10003756987
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What matters to SRI investors?
Osthoff, Peer (contributor) - 2008
In this paper I investigate the investment behavior of SRI investors based on SRI mutual fund flows. Specifically, I analyze how SRI investors react to past performance and ethical standards. This empirical study shows that over the years along with the development of the SRI fund market, the...
Persistent link: https://www.econbiz.de/10003783623
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Portfolio inertia under ambiguity
Asano, Takao (contributor) - 2004 - [Elektronische Ressource]
We consider individual’s portfolio selection problems. Introducing the concept of ambiguity, we show the existence of … portfolio inertia under the assumptions that decision maker’s beliefs are captured by an inner measure, and that her preferences …. -- Ambiguity ; Knightian Uncertainty ; Portfolio Inertia …
Persistent link: https://www.econbiz.de/10002117590