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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