Bauer, Rob

Cosemans, Mathijs

Eichholtz, Piet

English

Research Papers in Economics

A contingent claim approach to performance evaluation.

Alternative factor speciﬁcations, security characteristics, and the cross-section of expected stock returns.

Asset Pricing, 2nd ed.

Bauer et al./Journal of Banking

Bayesian alphas and mutual fund persistence.

Boys will be boys: Gender, overconﬁdence, and common stock investment.

Can individual investors beat the market? Working paper,

Clearly irrational ﬁnancial market behavior: Evidence from the early exercise of exchange traded stock options.

Conditioning variables and the cross section of stock returns.

Do behavioral biases affect asset prices?

Hedge funds and the technology bubble.

Home sweet home: Home bias and international diversiﬁcation among individual investors.

Individual investor sentiment and stock returns – What do we learn from warrant traders? Working paper,

Investor diversiﬁcation and international equity markets.

Investor sentiment and option prices.

Investor sentiment and the near-term stock market.

Irrational Exuberance.

Is online trading gambling with peanuts? Working paper,

Learning by trading. Working paper,

Measuring fund strategy and performance in changing economic conditions.

On persistence in mutual fund performance.

On the behavioral differences between professional and amateur investors after the weekend.

Online investors: Do the slow die ﬁrst?

Option market activity.

Overreaction to stock market news and misevaluation of stock prices by unsophisticated investors: Evidence from the option market.

Patterns of behavior of professionally managed and independent investors.

Risk, return and equilibrium: Empirical tests.

Risks and portfolio decisions involving hedge funds.

The common structure of statistical models of truncation, sample selection and limited dependent variables and a simple estimator for such models.

The cost of institutional equity trades.

The Retail Investor

The trading behavior of institutions and individuals in Chinese equity markets.

Time Series Analysis.

Trading as entertainment. Working paper,

Trading is hazardous to your wealth: The common stock investment performance of individual investors.

Underreaction, overreaction, and increasing misreaction to information in the options market.

Who gambles in the stock market? Working paper, University of Texas at Austin. Kumar, A., in press. Dynamic style preferences of individual investors and stock returns.

Option trading and individual investor performance.

http://arno.unimaas.nl/show.cgi?fid=15657

Option trading and individual investor performance.

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Research Papers in Economics