Latest research
Active fund managers and the rise of Passive investing: Epistemic opportunism in financial markets
Yuval Millo, Crawford Spence and James J. Valentine
Prospect Theory and Stock Market Anomalies
Nicholas Barberis, Lawrence J. Jin, Baolian Wang
Volume and Price Patterns Around a Stock’s 52-Week Highs and Lows: Theory and Evidence
Steven J. Huddart, Mark H. Lang, Michelle Yetman
Safety First, Loss Probability, and the Cross Section of Expected Stock Returns
Ji Cao, Marc Oliver Rieger, Lei Zhao
Mental Accounting, Loss Aversion, and Individual Stock Returns
Nicholas Barberis, Ming Huang
