Despite ample evidence of ambiguity preferences in individual decision making, experimental studies of ambiguity effects in financial markets are scarce and inconclusive. Although a number of theoretical studies explain empirical puzzles in finance with ambiguity preferences, it is not a given...

Although a number of theoretical studies explain empirical puzzles in finance with ambiguity aversion, it is not a given that individual ambiguity attitudes survive in markets. In fact, despite ample evidence of ambiguity aversion in individual decision making, most studies find no or only...

When making investment decisions, people heavily rely on price charts displaying the past performance of an asset. Price charts can come with any time frame, which might be strategically chosen by the provider. We analyze the impact of the time frame on retail investor behavior, particularly...

Investors perceive stocks of companies with fluent names as more profitable. This perception may result from two different channels: direct, non-deliberate affect toward fluent names or indirect, deliberate interpretation of fluent names as a signal for company quality. We present a...

Investors perceive stocks of companies with fluent names as more profitable. This perception may result from two different channels: direct, non-deliberate affect toward fluent names or indirect, deliberate interpretation of fluent names as a signal for company quality. We present a...

Investors perceive stocks of companies with fluent names as more profitable. This perception may result from two different channels: a direct, non-deliberate affect toward fluent names or a deliberate interpretation of fluent names as a signal for company quality. We use preregistered...