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Volume 14, Issue 4

Quantitative Finance

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Quantitative Finance, Volume 14, Issue 4 (2014)

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Quantitative Finance, Volume 14, Issue 4 (2014)

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Vol 24, 2024 Vol 23, 2023 Vol 22, 2022 Vol 21, 2021 Vol 20, 2020 Vol 19, 2019 Vol 18, 2018 Vol 17, 2017 Vol 16, 2016 Vol 15, 2015 Volume 14, 2014 Vol 13, 2013 Vol 12, 2012 Vol 11, 2011 Vol 10, 2010 Vol 9, 2009 Vol 8, 2008 Vol 7, 2007 Vol 6, 2006 Vol 5, 2005 Vol 4, 2004 Vol 3, 2003 Vol 2, 2002 Vol 1, 2001

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Special Issue on Behavioral Finance

Features

Article

The rise of global stock market crash probabilities

Thijs Markwat

Pages: 557-571

Published online: 20 Mar 2014

First Page PreviewforThe rise of global stock market crash probabilities | Full Text | References | PDF (1.4 MB)

326 Views
7 CrossRef citations
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Article

A principal component approach to measuring investor sentiment in China

Haiqiang Chen, Terence Tai Leung Chong & Yingni She

Pages: 573-579

Published online: 20 Mar 2014

First Page PreviewforA principal component approach to measuring investor sentiment in China | Full Text | References | PDF (618.1 KB)

2162 Views
55 CrossRef citations
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Book Review

Expected Returns: An Investor’s Guide to Harvesting Market Rewards

Jason Hsu

Pages: 581-582

Published online: 25 Feb 2014

CitationforExpected Returns: An Investor’s Guide to Harvesting Market Rewards | Full Text | PDF (260.4 KB)

1253 Views
1 CrossRef citations
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Free Access

Calendar

Page: 583

Published online: 20 Mar 2014

CitationforCalendar | Full Text | PDF (81.2 KB)

54 Views
0 CrossRef citations
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Foreword

Special Issue of Quantitative Finance on ‘Behavioral Finance’

Hersh Shefrin

Pages: 587-588

Published online: 20 Mar 2014

CitationforSpecial Issue of Quantitative Finance on ‘Behavioral Finance’ | Full Text | PDF (75.8 KB)

799 Views
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Survey Article

Article

Asset price bubbles: a survey

Anna Scherbina & Bernd Schlusche

Pages: 589-604

Published online: 14 Apr 2013

AbstractforAsset price bubbles: a survey | Full Text | References | PDF (202 KB)

2991 Views
63 CrossRef citations
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Research Papers

Article

Is trading behavior stable across contexts? Evidence from style and multi-style investors

Douglas W. Blackburn, William N. Goetzmann & Andrey D. Ukhov

Pages: 605-627

Published online: 24 Jul 2013

AbstractforIs trading behavior stable across contexts? Evidence from style and multi-style investors | Full Text | References | PDF (439.5 KB)

444 Views
9 CrossRef citations
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Article

Out of the blue: mood maintenance hypothesis and seasonal effects on investors’ reaction to news

Doron Kliger & Andrey Kudryavtsev

Pages: 629-640

Published online: 23 Jan 2013

AbstractforOut of the blue: mood maintenance hypothesis and seasonal effects on investors’ reaction to news | Full Text | References | PDF (143.9 KB)

926 Views
12 CrossRef citations
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Article

Return prediction and stock selection from unidentified historical data

Doron Sonsino & Tal Shavit

Pages: 641-655

Published online: 13 Sep 2012

AbstractforReturn prediction and stock selection from unidentified historical data | Full Text | References | PDF (327.6 KB)

437 Views
3 CrossRef citations
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Article

Optimal portfolios under worst-case scenarios

Carole Bernard, Jit Seng Chen & Steven Vanduffel

Pages: 657-671

Published online: 25 Nov 2013

AbstractforOptimal portfolios under worst-case scenarios | Full Text | References | PDF (1.4 MB)

442 Views
16 CrossRef citations
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Article

Can utility optimization explain the demand for structured investment products?

Thorsten Hens & Marc Oliver Rieger

Pages: 673-681

Published online: 28 Oct 2013

AbstractforCan utility optimization explain the demand for structured investment products? | Full Text | References | PDF (317.8 KB)

789 Views
46 CrossRef citations
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Article

Framing and the disposition effect: evidence from mutual fund investor redemption behaviour

Greg Niehaus & David Shrider

Pages: 683-697

Published online: 10 Sep 2013

AbstractforFraming and the disposition effect: evidence from mutual fund investor redemption behaviour | Full Text | References | PDF (276.3 KB)

743 Views
7 CrossRef citations
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Article

Portfolio performance evaluation with loss aversion

Valeri Zakamouline

Pages: 699-710

Published online: 03 Nov 2011

AbstractforPortfolio performance evaluation with loss aversion | Full Text | References | PDF (262.3 KB)

1180 Views
49 CrossRef citations
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Article

The price impact of the disposition effect on the ex-dividend day of NYSE and AMEX common stocks

Vassilis A. Efthymiou & George N. Leledakis

Pages: 711-724

Published online: 10 Mar 2014

AbstractforThe price impact of the disposition effect on the ex-dividend day of NYSE and AMEX common stocks | Full Text | References | PDF (203.8 KB)

429 Views
3 CrossRef citations
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Article

Investor behaviour and contagion

Todd Feldman

Pages: 725-735

Published online: 24 Feb 2014

AbstractforInvestor behaviour and contagion | Full Text | References | PDF (754.1 KB)

500 Views
3 CrossRef citations
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Article

Is momentum a self-fulfilling prophecy?

Steven J. Jordan

Pages: 737-748

Published online: 28 Jan 2013

AbstractforIs momentum a self-fulfilling prophecy? | Full Text | References | PDF (267.2 KB)

539 Views
4 CrossRef citations
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Quantitative Finance (Vol.14, Iss.4, 2014)

Special Issue on Behavioral Finance

Special Issue on Behavioral Finance

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