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1
Information Acquisition Experience, Investor Sophistication, and IPO Price Pressure
Köchling, Gerrit
;
Posch, Peter N.
;
Schmidtke, Philipp
-
2021
We propose a simple measure of investor sophistication based on financial statement experience derived from publicly available EDGAR log data about accounting information acquisition activity. This approach allows us to provide unique empirical evidence for the existence of attention induced...
Persistent link: https://www.econbiz.de/10013236779
Saved in:
2
Informational contagion in the laboratory
Cipriani, Marco
;
Guarino, Antonio
;
Guazzarotti, Giovanni
; …
-
2015
between asset prices is very close to that predicted by the
theory
. Finally, as
theory
predicts, there is no contagion when …
Persistent link: https://www.econbiz.de/10010488290
Saved in:
3
Comovement and return predictability in asset markets : An experiment with two Lucas trees
Noussair, Charles
-
2020
Using a laboratory experiment, we investigate whether comovement can emerge between two risky assets, despite their fundamentals not being correlated. The ‘Two trees' asset pricing model developed by Cochrane et al. (2007) guides our experimental design and its predictions serve as our source...
Persistent link: https://www.econbiz.de/10012847964
Saved in:
4
Stochastic Idiosyncratic Cash Flow Risk and Real Options : Implications for Stock Returns
Bhamra, Harjoat Singh
-
2016
Stocks with high idiosyncratic volatility perform poorly relative to low idiosyncratic volatility stocks. We offer a novel explanation of this anomaly based on real options, which is consistent with earlier findings on idiosyncratic volatility (the positive contemporaneous relation between...
Persistent link: https://www.econbiz.de/10013007739
Saved in:
5
Simulation Driven Experimental Hypotheses and Design : A Study of Price Impact and Bubbles
Cordoni, Francesco
;
Giannetti, Caterina
;
Lillo, Fabrizio
; …
-
2021
During the last decades several financial market experiments have been conducted to investigate the price bubble formation mechanism and the impact of human behaviour on it. We extend well-established laboratory market models to the two-asset case, accounting at the same time for heterogeneous...
Persistent link: https://www.econbiz.de/10013314266
Saved in:
6
Advertising, Investor Attention, and Stock Prices : Evidence from a Natural Experiment
Mayer, Erik J.
-
2020
I test whether advertising affects stock prices through an investor attention channel. I use corporate sponsorships of college football bowl games as a natural experiment that provides variation in advertising exposure that is unrelated to firm fundamentals. Sponsoring firms' stocks experience...
Persistent link: https://www.econbiz.de/10012856611
Saved in:
7
The Impact of ETFs in Secondary Asset Markets : Experimental Evidence
Duffy, John
-
2020
We examine how exchange traded funds (ETFs) affect asset pricing, and trade volume in a laboratory asset market. We focus on behavior in secondary markets with or without ETF assets and whether there is zero or negative correlation in asset dividends. In the latter case, the diversification...
Persistent link: https://www.econbiz.de/10012846351
Saved in:
8
Mercury, Mood, and Mispricing : A Natural Experiment in the Chinese Stock Market
Kou, Shubo
;
Ma, Xiyuan
-
2022
This paper examines the effects of superstitious psychology on investors’ decision making in the context of Mercury retrograde, a special astronomical phenomenon meaning “everything going wrong.” Using natural experiments in the Chinese stock market, we find that stock prices fall...
Persistent link: https://www.econbiz.de/10013296815
Saved in:
9
Availability, Recency, and Sophistication in the Repurchasing Behavior of Retail Investors
Nofsinger, John R.
-
2014
When determining a stock to buy, Strahilevitz et al. (2011) demonstrate that individual investors often repurchase a stock previously traded for a profit as a learning process. When evaluating a decision, people use the most available information that comes to mind. We posit that the most...
Persistent link: https://www.econbiz.de/10013064591
Saved in:
10
Asset Price Volatility and Investment Horizons : An Experimental Investigation
Anufriev, Mikhail
-
2020
We study the effects of the investment horizon on asset price volatility using a Learning to Forecast experiment. We end that, for short investment horizons, participants coordinate on self-fulfilling trend extrapolating predictions. Price deviations are then reinforced and amplified, possibly...
Persistent link: https://www.econbiz.de/10012825408
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