Followers of our work know that we believe that illogical decision making by market-driving institutional investors primarily keeps the markets from being even...
Hi, dear members and visitors! Here is your 99th month newsletter 1) Monthly activity Again there were more subscribers than unsubscribers and the number of...
Hi Peter, I like your changes, which address my concerns. Thanks for your responsiveness. Next up is the Glossary's definition of "capitulation": Definition:...
<http://www.economist.com/opinion/displaystory.cfm?story_id=11579107> The endowment effect It's mine, I tell you Jun 19th 2008 From The Economist print edition...
Thanks again, Neil, for your interest in the glossary Well, I got inspired by what I read about capitulation, and also by what I have seen in practice. Market...
When investors engage in a mass selling panic it is commonly called capitulation. We quantify it as a spike in Risk Aversion (RA), which we define as the...
<http://www.physorg.com/news134908161.html> Age-old money matters: Positivity in older adults leads to balanced investments The economic and psychological term...
Hi Jerry, Thanks much appreciated. I'll definitely check them out. Hopefully they have a free trial. At the moment I'm very happy using these guys but need...
It would be appropriate to note that loss and gain percents are not symmetrical. For example, say one has a portfolio valued originally at $100. It declines...
Hi everybody, Ive started my masters dissertation on BF, but each time I narrow down to a topic that I am interested in, I found that there is already ...
Joe, good point and I think that people think something like that intuitively, which is the basis of loss aversion. Which itself is rational but the tendency...
Ouch, my sympathies! BF is a mature field. Would it be refreshing if you re-start your search by focusing on subjects/topics you are personally extremely...
<http://www.physorg.com/news136120729.html> Why play a losing game? Study uncovers why low-income people buy lottery tickets Published 24 July 2008 Although...
<http://www.economist.com/displaystory.cfm?story_id=11785391> Neuroeconomics Do economists need brains? Jul 24th 2008 | NEW YORK From The Economist print...
Martin - I would question if the probability of a 50% loss ($100 -> 50) is the same probability as a 100% gain (50 -> 100$). I could see where a 50% loss and a...
 Hi All,  In regards with my PhD thesis, I am looking for data of  weekly main market indices from at least 2000 (or early date) to 07/30/2008 some...
Hi Gholamreza, I think you can find useful and reliable data on the following website: Â http://www.mscibarra.com/ Â Good luck in your thesis. Ali Reza...
Hi Jan and Geaspar, If BF is a mature field, there is one aspect of BF that is still in its infancy: Applied BF. I have found very little in the literature,...
Hi I'm trying to make some econometrical models showing the difference of classical finance (neoclassic) and behavioral finance. Now I'm looking for some...
Value Investing Book Announcement. "The Four Filters Invention of Warren Buffett and Charlie Munger. Two Friends Transformed Behavioral Finance." by Bud...
... The probability is the same because (for the sake of this thread) the distribution of returns is lognormal and ln(50/100) = -ln(100/50). ... Don't use...
To make the question easy to understand, consider the probability of gaining 200% and the probability of losing 200%. Of course, it is not possible to loss...
Hi, dear members and visitors! Here is your 100th month newsletter Yes, 100, the magic of round numbers! A typical bias. Aaargh ! Btw, what I see as near magic...
K.C. and I build some credibility with the attached article stating that it is price levels that are log normally distributed, not price returns. The author...
hello everybody, my name is James and I am a PhD Finance candidate; my research evolves around technical trading profitability and I have stumbled across a...
Having problems with message search?
Fill out this form to ensure your group is one of the first to be migrated to the new message search system.
