The fact that human economic behaviour has a significant irrational element - one that is simultaneously hard-to-explain and highly predictable - has fascinated economists for decades from Fechner, 1860 to Shiller, 2005 and beyond. In this dissertation, I investigate the field from various...

We examine how interruptions and personal and contextual factors affect the manifestation of psychological momentum (PM). Using men's singles tennis point-by-point data from the two Grand Slam tournaments, Wimbledon and Roland Garros, between 2009 and 2014 (N=29,934), we employ realized break...

Hidden Markov model (HMM) is a powerful machine-learning method for data regime detection, especially time series data. In this paper, we establish a multi-step procedure for using HMM to select stocks from the global stock market. First, the five important factors of a stock are identified and...