Similar Search Results

FX Market Trends Before, Between and Beyond Triennial Surveys

Bech, Morten L. - 2014

This special feature looks at trading activity in the foreign exchange market between the Triennial Surveys conducted in 2010 and 2013 and in the months following. We estimate that the $5.3 trillion per day reported for April 2013 was a peak, with activity falling subsequently by $300 billion to...

Persistent link: https://www.econbiz.de/10013057712

The Anatomy of the Global FX Market Through the Lens of the 2013 Triennial Survey

Rime, Dagfinn - 2014

Trading in the FX market reached an all-time high of $5.3 trillion per day in April 2013, a 35% increase relative to 2010. Non-dealer financial institutions, including smaller banks, institutional investors and hedge funds, have grown into the largest and most active counterparty segment. The...

Persistent link: https://www.econbiz.de/10013057715

Do institutional investors care about the ambiguity of their assets? : evidence from portfolio holdings in alternative investments

Koziol, Christian; Proelss, Juliane; Schweizer, Denis - In: International journal of theoretical and applied finance 14 (2011) 4, pp. 465-484

Persistent link: https://www.econbiz.de/10009269380

Measuring risk preferences and asset-allocation decisions : a global survey analysis

Lo, Andrew W.; Remorov, Alexander; Ben Chaouch, Zied - In: Journal of investment management : JOIM 18 (2020) 3, pp. 5-50

Persistent link: https://www.econbiz.de/10012589063

Insensitive investors

Charles, Constantin; Frydman, Cary; Kilic, Mete - 2022

We show theoretically that the weak transmission of beliefs to actions induces a strong bias in basic asset pricing tests. In particular, expected returns can appear to decline in risk when investors weakly transmit their payoff expectations into willingness to pay. We experimentally test this...

Persistent link: https://www.econbiz.de/10013440420

The effect of information feedback frequency and investment flexibility on Myopic Loss Aversion

Wang, Mu-lan; Huang, Hung-hsi; Hsu, Shih-chieh - 2013

and risk-loving when faced with loss. Benartzi and Thaler (1995) combined the Myopic Loss Aversion and Mental Accounting … betting amounts. Third, the professional financial workers show comparatively less tendency towards Myopic Loss Aversion …. Finally, compared to women, men have significant tendency towards Myopic Loss Aversion. …

Persistent link: https://www.econbiz.de/10009762694

A behavioral economic approach to multiple job holdings with leisure

Hlouskova, Jaroslava; Tsigaris, Panagiotis Demetrios - 2020

allocation for a sufficient loss averse worker depends on the reference level which in turn determines whether the worker is … willing to experience relative losses or not. When the reference level is relatively low then the sufficiently loss averse … worker will allocate some of her time to leisure and will hold both jobs in order to diversify risk and reduce income loss …

Persistent link: https://www.econbiz.de/10012286985

Market-moving events and their role in portfolio optimization of generations X, Y, and Z

Iwanicz-Drozdowska, Małgorzata; Rogowicz, Karol; … - In: International journal of management and economics 59 (2023) 4, pp. 371-397

We examine how generations X, Y, and Z might react to market-moving events over short- and long-term horizons to maintain an optimal balance among risk, return, and investor preferences. To analyze various portfolio variants, we use data on selected global assets and several types of economic...

Persistent link: https://www.econbiz.de/10014476905

Who are the Bitcoin investors? : evidence from indirect cryptocurrency investments

Lammer, Dominique Marcel; Hanspal, Tobin; Hackethal, Andreas - 2020

Cryptocurrencies have received growing attention from individuals, the media, and regulators. However, little is known about the investors whom these financial instruments attract. Using administrative data, we describe the investment behavior of individuals who invest in cryptocurrencies with...

Persistent link: https://www.econbiz.de/10012217445

Preferred habitat investors in the green bond market

Adriaan Boermans, Martijn - 2023

In recent years, the green bond market has seen significant growth as a means of financing environmentally friendly projects. However, while much research has focused on pricing, little attention has been given to the investors who hold these bonds. This paper uses a preferred habitat framework...

Persistent link: https://www.econbiz.de/10014351345