Details about Patrick ROGER

Access statistics for papers by Patrick ROGER.

Last updated 2024-06-08. Update your information in the RePEc Author Service.

Short-id: pro167

Working Papers

2023

1. Finance and intelligence: An overview of the literature
   Post-Print, HAL
   See also Journal Article Finance and intelligence: An overview of the literature, Journal of Economic Surveys, Wiley Blackwell (2024) View citations (1) (2024)
2. Number 19: Another Victim of the COVID-19 Pandemic?
   Post-Print, HAL
   Also in LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN) (2022)
   LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) (2022)

2022

3. Number sense, trading decisions and mispricing: An experiment
   Post-Print, HAL View citations (1)
   See also Journal Article Number sense, trading decisions and mispricing: An experiment, Journal of Economic Dynamics and Control, Elsevier (2022) View citations (1) (2022)
4. Superstitious beliefs, locus of control, and feeling at risk in the face of Covid-19
   LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN)

2021

5. The effect of price magnitude on analysts' forecasts: evidence from the lab
   Post-Print, HAL
   Also in CEE-M Working Papers, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro (2018)
   Working Papers, HAL (2018)
6. Trading leveraged Exchange-Traded products is hazardous to your wealth
   LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (3)
   See also Journal Article Trading leveraged Exchange-Traded products is hazardous to your wealth, The Quarterly Review of Economics and Finance, Elsevier (2021) View citations (3) (2021)

2018

7. Another law of small numbers: patterns of trading prices in experimental markets
   CEE-M Working Papers, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro View citations (3)
   Also in Working Papers, HAL (2018) View citations (1)

2017

8. Idiosyncratic volatility and nominal stock prices: evidence from approximate factor structures
   Post-Print, HAL

2012

9. In search of positive skewness: the case of individual investors
   Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg
10. Portfolio diversification dynamics of individual investors: a new measure of investor sentiment
    Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg

2009

11. La cannibalisation des produits à prix aléatoires: L’Euromillions a-t-il tué le loto français?
    Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg
12. Testing alternative theories of financial decision making: an experimental study with lottery bonds
    Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg View citations (2)
13. The demand for Euromillions lottery tickets: An international comparison
    Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg View citations (2)

2008

14. A Behavioural Approach To Financial Puzzles
    Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg
15. Capital Protected Notes for Loss Averse Investors: A Counterintuitive Result
    Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg View citations (7)
16. Mixed Risk Aversion and Preference for Risk Disaggregation
    Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg

2007

17. Does the consciousness of the disposition effect increase the equity premium?
    Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg View citations (3)

2002

18. Market-making, inventories and martingale pricing
    Post-Print, HAL View citations (1)

2001

19. Sur une mesure d'efficience relative dans la théorie du portefeuille de Markowitz
    Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg

Journal Articles

2024

1. Finance and intelligence: An overview of the literature
   Journal of Economic Surveys, 2024, 38, (2), 503-554 View citations (1)
   See also Working Paper Finance and intelligence: An overview of the literature, Post-Print (2023) (2023)

2022

2. Number sense, trading decisions and mispricing: An experiment
   Journal of Economic Dynamics and Control, 2022, 135, (C) View citations (1)
   See also Working Paper Number sense, trading decisions and mispricing: An experiment, Post-Print (2022) View citations (1) (2022)

2021

3. Prévisions d’analystes financiers et ordre de grandeur des prix: une approche expérimentale
   Revue économique, 2021, 72, (5), 843-870
4. Trading leveraged Exchange-Traded products is hazardous to your wealth
   The Quarterly Review of Economics and Finance, 2021, 80, (C), 287-302 View citations (3)
   See also Working Paper Trading leveraged Exchange-Traded products is hazardous to your wealth, LIDAM Reprints LFIN (2021) View citations (3) (2021)

2018

5. Behavioral bias in number processing: Evidence from analysts’ expectations
   Journal of Economic Behavior & Organization, 2018, 149, (C), 315-331 View citations (15)
6. Richard Thaler: The anomalies of life
   Finance, 2018, 39, (1), 9-34 View citations (2)

2017

7. Investor sentiment and stock return predictability: The power of ignorance
   Finance, 2017, 38, (2), 7-37 View citations (9)

2016

8. Being a member of a cooperative bank:ethical or financial decision?
   Revue Finance Contrôle Stratégie, 2016, 19, (4), 27-51.
9. Diversification, gambling and market forces
   Review of Quantitative Finance and Accounting, 2016, 47, (1), 129-157 View citations (4)
10. Idiosyncratic risk, private benefits, and the value of family firms
    Finance Research Letters, 2016, 17, (C), 235-245 View citations (2)
11. Sociétaire d’une banque coopérative: décision financière ou décision éthique?
    Revue Finance Contrôle Stratégie, 2016, 19, (4), 1-26.

2015

12. Entrepreneur's overconfidence, private benefits and the market performance of the firm
    International Journal of Entrepreneurship and Small Business, 2015, 24, (3), 289-301 View citations (1)

2014

13. Overconfidence, risk perception and the risk-taking behavior of finance professionals
    Finance Research Letters, 2014, 11, (2), 64-73 View citations (31)
14. The 99% Market Sentiment Index
    Finance, 2014, 35, (3), 53-96 View citations (4)

2011

15. La demande de grilles d'Euromillions. Une comparaison internationale
    Revue économique, 2011, 62, (1), 29-55 View citations (1)
16. Mixed risk aversion and preference for risk disaggregation: a story of moments
    Theory and Decision, 2011, 70, (1), 27-44 View citations (11)

2008

17. Solving some financial puzzles with prospect theory and mental accounting: a survey
    Revue d'économie politique, 2008, 118, (4), 475-512 View citations (2)

2007

18. Efficiency of Betting Markets and Rationality of Players: Evidence from the French 6/49 Lotto
    Journal of Applied Statistics, 2007, 34, (6), 645-662 View citations (9)

2006

19. Théorie comportementale du portefeuille. Intérêt et limites
    Revue économique, 2006, 57, (2), 297-314 View citations (3)

2005

20. Le comportement des investisseurs individuels
    Revue française de gestion, 2005, 157, (4), 145-168 View citations (5)
21. L’élargissement de l’Europe et ses conséquences: un regard par l’économie expérimentale
    Bulletin de l'Observatoire des politiques économiques en Europe, 2005, 13, (1), 3-7
22. Éditorial
    Finance, 2005, 26, (2), 1-3

2002

23. Les marchés d’action: quelle place pour l’Europe
    Bulletin de l'Observatoire des politiques économiques en Europe, 2002, 7, (1), 14-17
24. Stock timing using genetic algorithms
    Applied Stochastic Models in Business and Industry, 2002, 18, (2), 121-134 View citations (1)

2000

25. Properties of bid and ask reservation prices in the rank-dependent expected utility model
    Journal of Mathematical Economics, 2000, 34, (3), 269-285 View citations (3)

1999

26. Confiance et performance:le couple franco-allemand au sein de l'Europe
    Revue Finance Contrôle Stratégie, 1999, 2, (1), 91-116 View citations (4)
27. Risk Aversion and the Bid–Ask Spread
    European Financial Management, 1999, 5, (3), 323-340 View citations (5)

1998

28. Valeur ajoutée d'un transfert de risque et optimum de Pareto
    Revue Économique, 1998, 49, (2), 325-333

1997

29. The Design of Optimal Insurance Contracts: A Topological Approach
    The Geneva Risk and Insurance Review, 1997, 22, (1), 5-19 View citations (9)

1994

30. Partage des risques et création de valeur ajoutée
    Revue Économique, 1994, 45, (1), 5-20 View citations (3)

1991

31. Options et complétude des marchés
    Revue Économique, 1991, 42, (5), 787-800