Behavioural Finance and Market Efficiency Conference 2006
The Money Macro and Finance Group, together with the Warwick Finance Research Institute organised a one-day conference on:
Behavioural Finance and Market Efficiency
on Thursday 16th March at the University of Warwick
Keynote speaker: Nicholas Barberis, Yale
Papers to be given:
Nicholas Barberis (Yale) and Wei Xiong (Princeton)
“What Drives the Disposition Effect? An Analysis of a Long-standing Preference-based Explanation”
*Not available
Bruno Biais (Toulouse) and Martin Weber (Mannheim)
“Hindsight Bias and Investment Performance”
Gordon Gemmill (Warwick)
“Catering for Dividends: the Rise and Fall of Split-Capital Investment Trusts”
Daniel Goldstein (LBS), Eric Johnson (Columbia) and William Sharpe (Stanford)
“Measuring Consumer Risk-Return Tradeoffs”
Soosung Hwang (Cass) and Mark Salmon (Warwick)
“Sentiment and Beta Herding"
Raman Uppal (LBS)
“How Inefficient is the 1/N Asset Allocation Strategy?”
Martin Weber (Mannheim)
“The Disposition Effect, Individual Differences, Stability and Learning: an Experimental Investigation”
Sponsored by the ESRC, MMF and WFRI.
Raman Uppal, Bruno Biais and Workshop in Action! Rhona Macdonald,
Nick Barberis Professors Lucio Sarno
and Gordon Gemmill
Professors Gordon Gemmill
and Mark Salmon
Soosung Hwang