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Details about Martin Weber

Access statistics for papers by Martin Weber.

Last updated 2019-11-14. Update your information in the RePEc Author Service.

Short-id: pwe359


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Working Papers

2019

  1. How to Alleviate Correlation Neglect
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  2. When saving is not enough: The wealth decumulation decision in retirement
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads

2018

  1. Trust and Delegated Investing: A Money Doctors Experiment
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads

2017

  1. Losing Trust in Money Doctors
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)

2016

  1. Expected skewness and momentum
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (1)
  2. Mortgage Choice with Multiple Fixation Periods: Evidence from German Mortgage Borrowers
    ERES, European Real Estate Society (ERES) Downloads
  3. The Perception of Dependence and Investment Decisions
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
  4. The Perception of Dependence, Investment Decisions, and Stock Prices
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)

2015

  1. Time Inconsistent Preferences and the Annuitization Decision
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    See also Journal Article in Journal of Economic Behavior & Organization (2016)

2014

  1. BEWARE OF BLACK SWANS AND DO NOT IGNORE WHITE ONES?
    Working Papers, HAL Downloads

2010

  1. Individual risk attitude and asset market behaviour
    Post-Print, HAL
    Also in Post-Print, HAL (2010)
    Post-Print, HAL (2010)

2009

  1. Hindsight Bias, Risk Perception, and Investment Performance
    Post-Print, HAL View citations (15)
    See also Journal Article in Management Science (2009)

2008

  1. Financial Literacy und Anlegerverhalten
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim
  2. Hindsight Bias and Investment Performance
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads
  3. Scale Dependence of Overconfidence in Stock Market Volatility Forecasts
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim Downloads
    Also in Papers, Sonderforschungsbreich 504 (2008) Downloads

2007

  1. An Individual Level Analysis of the Disposition Effect: Empirical and Experimental Evidence
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim Downloads View citations (14)
    Also in Papers, Sonderforschungsbreich 504 (2007) Downloads View citations (15)
  2. Can Auditors Be Independent? - Experimental Evidence
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim Downloads View citations (2)
    Also in Papers, Sonderforschungsbreich 504 (2007) Downloads
  3. Determinants of Risk Taking Behavior: The role of Risk Attitudes, Risk Perceptions and Beliefs
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim Downloads View citations (3)
    Also in Papers, Sonderforschungsbreich 504 (2007) Downloads View citations (2)
  4. False Consensus and the Role of Ambiguity in Predictions of Others’ Risky Preferences
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim Downloads
    Also in Papers, Sonderforschungsbreich 504 (2007) Downloads
  5. How do Markets React to Fundamental Shocks? An Experimental Analysis on Underreaction and Momentum
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim Downloads View citations (2)
    Also in Papers, Sonderforschungsbreich 504 (2007) Downloads View citations (1)
  6. Managerial Optimism and Corporate Investment: Is the CEO Alone Responsible for the Relation?
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim
  7. Reference Point Formation Over Time: A Weighting Function Approach
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim Downloads View citations (4)
    Also in Papers, Sonderforschungsbreich 504 (2007) Downloads View citations (4)
  8. The Repurchase Behavior of Individual Investors: An Experimental Investigation
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim Downloads
    Also in Papers, Sonderforschungsbreich 504 (2007) Downloads
  9. Why inexperienced investors do not learn: They do not know their past portfolio performance
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim View citations (10)
    See also Journal Article in Finance Research Letters (2007)

2006

  1. Individual Investor Sentiment and Stock Returns - What Do We Learn from Warrant Traders?
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim Downloads View citations (2)
    Also in Papers, Sonderforschungsbreich 504 (2006) Downloads View citations (1)

2005

  1. Corporate Governance and the Design of Stock Option Programs
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim Downloads View citations (1)
    Also in Papers, Sonderforschungsbreich 504 (2005) Downloads View citations (1)
  2. Framing Effects in Stock Market Forecasts: The Difference Between Asking for Prices and Asking for Returns
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim View citations (1)
  3. Funding Modes of German Banks: Structural Changes and its Implications
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  4. Overconfidence and Trading Volume
    SIFR Research Report Series, Institute for Financial Research Downloads View citations (2)
    Also in Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim (2003) Downloads View citations (11)
    Papers, Sonderforschungsbreich 504 (2003) Downloads View citations (12)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) Downloads View citations (11)

    See also Journal Article in The Geneva Papers on Risk and Insurance Theory (2007)
  5. Overconfidence of Professionals and Lay Men: Individual Differences Within and Between Tasks?
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim Downloads View citations (31)
    Also in Papers, Sonderforschungsbreich 504 (2005) Downloads View citations (31)
  6. Payout Policy and Owners? Interests: Evidence from German Savings Banks
    ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research Downloads
  7. Risk aversion on probabilities: Experimental evidence of deciding between lotteries
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (2)
    See also Journal Article in Homo Oeconomicus (2005)
  8. Stock Options and Employee Behavior
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim Downloads View citations (4)
    Also in Papers, Sonderforschungsbreich 504 (2005) Downloads View citations (4)
  9. Subjective Stock Option Values and Exercise Decisions: Determinants and Consistency
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim
    Also in Papers, Sonderforschungsbreich 504 (2005) Downloads
  10. Which Past Returns Affect Trading Volume?
    SIFR Research Report Series, Institute for Financial Research Downloads
    Also in Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim (2005)

    See also Journal Article in Journal of Financial Markets (2009)

2004

  1. Bedeutung des Börsenkurses im Rahmen der Unternehmensbewertung
    Papers, Sonderforschungsbreich 504 Downloads
  2. Framing Effects, Selective Information and Market Behavior ­ An Experimental Analysis ­
    Papers on Strategic Interaction, Max Planck Institute of Economics, Strategic Interaction Group Downloads View citations (5)
    See also Chapter (2010)
  3. Informational Efficiency of Credit Default Swap and Stock Markets: The Impact of Credit Rating Announcements
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (191)
    See also Journal Article in Journal of Banking & Finance (2004)
  4. Portfolio Choice in the Presence of Nontradeable Income: An Experimental Analysis
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim Downloads View citations (1)
    Also in Papers, Sonderforschungsbreich 504 (2004) Downloads View citations (2)

    See also Journal Article in German Economic Review (2006)
  5. The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (15)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2004) Downloads View citations (13)

2003

  1. Behavioral Finance
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim Downloads View citations (24)
    Also in Papers, Sonderforschungsbreich 504 (2003) Downloads View citations (1)
  2. Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    See also Journal Article in Management Science (2005)
  3. Does Binding of Feedback Influence Myopic Loss Aversion? An Experimental Analysis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
    Also in Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim (2003) Downloads
    Papers, Sonderforschungsbreich 504 (2003) Downloads View citations (10)
  4. Heterogeneity of Investors and Asset Pricing in a Risk-Value World
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    Also in CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE) (2001) Downloads
  5. How Do Banks Determine Capital? Empirical Evidence for Germany
    ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research Downloads View citations (3)
  6. On the Trend Recognition and Forecasting Ability of Professional Traders
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
    Also in Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim (2003) View citations (7)

    See also Journal Article in Decision Analysis (2007)
  7. September 11 and Stock Return Expectations of Individual Investors
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim
    See also Journal Article in Review of Finance (2005)

2002

  1. An Experimental Analysis of Decision Weights in Cumulative Prospect Theory under Uncertainty
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim
  2. Momentum and Turnover: Evidence from the German Stock Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim (2002) View citations (1)

    See also Journal Article in Schmalenbach Business Review (sbr) (2003)
  3. The Role of Non-financial Factors in Internal Credit Ratings
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    See also Journal Article in Journal of Banking & Finance (2005)
  4. To buy or not to buy: Why do people buy too much information?
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim
  5. Über kurz oder lang - Welche Rolle spielt der Anlagehorizont bei Investitionsentscheidungen?
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim
    Also in Papers, Sonderforschungsbreich 504 (2002) Downloads

2001

  1. Framing effects on asset markets: An experimental analysis
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads View citations (1)
    Also in Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim View citations (4)
  2. How Do Prior Outcomes Affect Risky Choice? Further Evidence on the House-Money Effect and Escalation of Commitment
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim View citations (1)
  3. Marketmaking in the Laboratory: Does Competition Matter?
    Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main Downloads
    See also Journal Article in Experimental Economics (2001)
  4. The Disposition Effect and Momentum
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim View citations (2)

2000

  1. A Behavioral Approach to the Asset Allocation Puzzle
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim View citations (2)
  2. Behavioral Finance - Idee und Überblick
    Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)
  3. Communicating Asset Risk: How the format of historic volatility information affects risk perception and investment decisions
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim Downloads
    Also in Papers, Sonderforschungsbreich 504 (2000) Downloads
  4. Finanzaktivpreise: Theorie und Evidenz
    Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)
  5. Generally accepted rating principles: A primer
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (2)
    See also Journal Article in Journal of Banking & Finance (2001)
  6. Information Aggregation with Costly Information and Random Ordering: Experimental Evidence
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim Downloads View citations (8)
    Also in Papers, Sonderforschungsbreich 504 (2000) Downloads View citations (8)

    See also Journal Article in Journal of Economic Behavior & Organization (2006)
  7. Information Aggregation with Random Ordering: Cascades and Overconfidence
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (3)
    Also in Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim (2000) Downloads View citations (3)
    Papers, Sonderforschungsbreich 504 (2000) Downloads

    See also Journal Article in Economic Journal (2003)
  8. Information production in credit relationship: On the role of internal ratings in commercial banking
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (19)
  9. Momentumstrategien am deutschen Aktienmarkt: Neue empirische Evidenz zur Erklärung des Erfolgs
    Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) View citations (2)
  10. Number of bank relationships: An indicator of competition, borrower quality, or just size?
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (23)
  11. The Impact of Feedback Frequency on Risk Taking: How general is the Phenomenon?
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim Downloads
    Also in Papers, Sonderforschungsbreich 504 (2000) Downloads
  12. The Influence of Different Investment Horizons on Risk Behavior
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim
  13. The Retrospective Evaluation of Payment Sequences: Duration Neglect and Peak-and-End-Effects
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim Downloads
    Also in Papers, Sonderforschungsbreich 504 (2000) Downloads

1999

  1. Ambiguity Aversion, Comparative Ignorance, and the Role of Context
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim View citations (4)
  2. Contrarian and Momentum Strategies in Germany
    Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) View citations (26)
  3. Der "Overconfidence Bias" und seine Konsequenzen in Finanzmärkten
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim View citations (1)
  4. Is there evidence for an adaptive toolbox?
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim
  5. Prospect-Theory, Mental Accounting and Differences in Aggregated and Segregated Evaluation of Lottery Portfolios
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim
    See also Journal Article in Management Science (2001)
  6. Wie rational sind Entscheidungen? Der SFB 504: Rationalitätskonzepte, Entscheidungsverhalten und ökonomische Modellierung
    Munich Reprints in Economics, University of Munich, Department of Economics
  7. Über kurz oder lang - Spielt der Anlagehorizont eine berechtigte Rolle bei der Beurteilung von Investments?
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim

1998

  1. Bank behavior based on internal credit ratings of borrowers
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (93)
    See also Journal Article in Journal of Banking & Finance (1998)
  2. Entscheidungsanalyse
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim
  3. Hindsight-Bias im Prinzipal-Agent-Kontext: Die Aktennotiz als Antwort?
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim View citations (1)
  4. Risikomessung im Kreditgeschäft: Eine empirische Analyse bankinterner Ratingverfahren
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim View citations (5)
  5. What Determines the Shape of the Probability Weighting Function under Uncertainty?
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim View citations (9)
    See also Journal Article in Management Science (2001)

1997

  1. Home Bias in International Stock Return Expectation
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim View citations (2)
  2. Reichtum durch (anti-)zyklische Handelsstrategien am deutschen Aktienmarkt
    Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) View citations (2)
  3. Risk-Value Efficient Portfolios and Asset Pricing
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim View citations (1)
    Also in Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" (1997) Downloads View citations (1)

1996

  1. Parkett, IBIS oder London - Die Präferenzen institutioneller Investoren
    Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)

1995

  1. Zyklische und antizyklische Handelsstrategien am deutschen Aktienmarkt
    Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) View citations (5)

1993

  1. Die Kaufempfehlungen des "Effecten-Spiegel" - Eine empirische Untersuchung im Lichte der Effizienzthese des Kapitalmarktes
    Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)
    Also in Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre (1992) Downloads
  2. Marktbezogene Bestimmung von Kapitalkosten
    Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)
  3. Willingness-to-pay and willingness-to-accept for state contingent claims
    Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre Downloads

1992

  1. Ambiguität und Kompetenz in experimentellen Märkten
    Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre Downloads
  2. Besitztumseffekte: Eine theoretische und experimentelle Analyse
    Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre Downloads
  3. Risiko und Akzeptanz von Industrieansiedlungen: Eine empirische Studie
    Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre Downloads
  4. Testing choquet expected utility
    Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre Downloads
    See also Journal Article in Journal of Economic Behavior & Organization (1994)

1991

  1. Judged knowledge and ambiguity aversion
    Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre Downloads View citations (1)
  2. Recent developments in modelling preferences: Uncertainty and ambiguitiy
    Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre Downloads
    See also Journal Article in Journal of Risk and Uncertainty (1992)
  3. The disposition effect in securities trading: An experimental analysis
    Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre Downloads View citations (1)
    See also Journal Article in Journal of Economic Behavior & Organization (1998)

Journal Articles

2019

  1. Rational expectations in an experimental asset market with shocks to market trends
    European Economic Review, 2019, 114, (C), 116-140 Downloads
  2. The Impact of Direct Cash Payments on Whole Blood Supply
    German Economic Review, 2019, 20, (4), e973-e1001 Downloads

2018

  1. Focusing on volatility information instead of portfolio weights as an aid to investor decisions
    Experimental Economics, 2018, 21, (2), 457-480 Downloads

2017

  1. Fooled by Randomness: Investor Perception of Fund Manager Skill
    Review of Finance, 2017, 21, (2), 605-635 Downloads View citations (2)
  2. Framing and retirement age: The gap between willingness-to-accept and willingness-to-pay
    Economic Policy, 2017, 32, (92), 757-809 Downloads View citations (1)

2016

  1. Losing sight of the trees for the forest? Attention allocation and anomalies
    Quantitative Finance, 2016, 16, (11), 1679-1693 Downloads
  2. Time inconsistent preferences and the annuitization decision
    Journal of Economic Behavior & Organization, 2016, 129, (C), 37-55 Downloads View citations (2)
    See also Working Paper (2015)

2015

  1. On the determinants of pairs trading profitability
    Journal of Financial Markets, 2015, 23, (C), 75-97 Downloads View citations (17)

2014

  1. Beware of black swans: Taking stock of the description–experience gap in decision under uncertainty
    Marketing Letters, 2014, 25, (3), 269-280 Downloads View citations (4)
  2. Do investors put their money where their mouth is? Stock market expectations and investing behavior
    Journal of Banking & Finance, 2014, 46, (C), 372-386 Downloads View citations (12)
  3. Evaluating the Rating of Stiftung Warentest: How Good Are Mutual Fund Ratings and Can They Be Improved?
    European Financial Management, 2014, 20, (2), 207-235 Downloads
  4. How should individual investors diversify? An empirical evaluation of alternative asset allocation policies
    Journal of Financial Markets, 2014, 19, (C), 62-85 Downloads View citations (14)
  5. Second-order beliefs and the individual investor
    Journal of Economic Behavior & Organization, 2014, 107, (PB), 652-666 Downloads View citations (5)
  6. Volatility Inadaptability: Investors Care About Risk, but Cannot Cope with Volatility
    Review of Finance, 2014, 18, (4), 1387-1423 Downloads View citations (11)

2013

  1. Sometimes less is more – The influence of information aggregation on investment decisions
    Journal of Economic Behavior & Organization, 2013, 95, (C), 20-33 Downloads View citations (3)
  2. The Role of Experience Sampling and Graphical Displays on One's Investment Risk Appetite
    Management Science, 2013, 59, (2), 323-340 Downloads View citations (36)
  3. Who takes Risks When and Why: Determinants of Changes in Investor Risk Taking*
    Review of Finance, 2013, 17, (3), 847-883 Downloads View citations (36)

2012

  1. Can Auditors be Independent? Experimental Evidence on the Effects of Client Type
    European Accounting Review, 2012, 21, (4), 797-823 Downloads View citations (3)
  2. The Trading Volume Impact of Local Bias: Evidence from a Natural Experiment
    Review of Finance, 2012, 16, (4), 867-901 Downloads View citations (7)
  3. Why does myopia decrease the willingness to invest? Is it myopic loss aversion or myopic loss probability aversion?
    Theory and Decision, 2012, 72, (1), 35-50 Downloads View citations (2)

2011

  1. Reference-Point Formation and Updating
    Management Science, 2011, 57, (3), 506-519 Downloads View citations (46)
  2. True overconfidence: The inability of rational information processing to account for apparent overconfidence
    Organizational Behavior and Human Decision Processes, 2011, 116, (2), 262-271 Downloads View citations (34)

2010

  1. Aspects of Payout Policy of German Savings Banks
    Credit and Capital Markets, 2010, 43, (1), 39–63
  2. Credit Line Usage, Checking Account Activity, and Default Risk of Bank Borrowers
    Review of Financial Studies, 2010, 23, (10), 3665-3699 Downloads View citations (60)
  3. Financial Literacy and Mutual Fund Investments: Who Buys Actively Managed Funds?
    Schmalenbach Business Review (sbr), 2010, 62, (2), 126-153 Downloads View citations (9)
  4. Funding Modes of German Banks: Structural Changes and their Implications
    Journal of Financial Services Research, 2010, 38, (2), 69-93 Downloads View citations (5)
  5. How Riskily Do I Invest? The Role of Risk Attitudes, Risk Perceptions, and Overconfidence
    Decision Analysis, 2010, 7, (3), 282-301 Downloads View citations (34)
  6. Loan growth and riskiness of banks
    Journal of Banking & Finance, 2010, 34, (12), 2929-2940 Downloads View citations (165)

2009

  1. HOW DO MANAGERS BEHAVE IN STOCK OPTION PLANS? CLINICAL EVIDENCE FROM EXERCISE AND SURVEY DATA
    Journal of Financial Research, 2009, 32, (2), 123-155 Downloads View citations (4)
  2. Hindsight Bias, Risk Perception, and Investment Performance
    Management Science, 2009, 55, (6), 1018-1029 Downloads View citations (18)
    See also Working Paper (2009)
  3. Recovery rates of commercial lending: Empirical evidence for German companies
    Journal of Banking & Finance, 2009, 33, (3), 505-513 Downloads View citations (44)
  4. The Co†movement of Credit Default Swap, Bond and Stock Markets: an Empirical Analysis
    European Financial Management, 2009, 15, (3), 529-562 Downloads View citations (27)
  5. Which past returns affect trading volume?
    Journal of Financial Markets, 2009, 12, (1), 1-31 Downloads View citations (33)
    See also Working Paper (2005)

2008

  1. Does commitment or feedback influence myopic loss aversion?: An experimental analysis
    Journal of Economic Behavior & Organization, 2008, 67, (3-4), 810-819 Downloads View citations (25)
  2. How Do Banks Determine Capital? Evidence from Germany
    German Economic Review, 2008, 9, (3), 354-372 Downloads
    Also in German Economic Review, 2008, 9, 354-372 (2008) Downloads View citations (14)

2007

  1. Increasing Financial Literacy: A Public Policy Challenge
    Credit and Capital Markets, 2007, 40, (2), 175-187
  2. On the Trend Recognition and Forecasting Ability of Professional Traders
    Decision Analysis, 2007, 4, (4), 176-193 Downloads View citations (15)
    See also Working Paper (2003)
  3. Overconfidence and trading volume
    The Geneva Papers on Risk and Insurance Theory, 2007, 32, (1), 1-36 Downloads View citations (104)
    Also in The Geneva Risk and Insurance Review, 1990, 32, (1), 1-36 (1990) Downloads

    See also Working Paper (2005)
  4. Why inexperienced investors do not learn: They do not know their past portfolio performance
    Finance Research Letters, 2007, 4, (4), 203-216 Downloads View citations (10)
    See also Working Paper (2007)

2006

  1. Information aggregation with costly information and random ordering: Experimental evidence
    Journal of Economic Behavior & Organization, 2006, 59, (3), 423-432 Downloads View citations (17)
    See also Working Paper (2000)
  2. Portfolio Choice in the Presence of Non-Tradable Income: An Experimental Analysis
    German Economic Review, 2006, 7, 427-448 Downloads View citations (7)
    Also in German Economic Review, 2006, 7, (4), 427-448 (2006) Downloads

    See also Working Paper (2004)

2005

  1. Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty
    Management Science, 2005, 51, (9), 1384-1399 Downloads View citations (113)
    See also Working Paper (2003)
  2. Communicating Asset Risk: How Name Recognition and the Format of Historic Volatility Information Affect Risk Perception and Investment Decisions
    Risk Analysis, 2005, 25, (3), 597-609 Downloads View citations (11)
  3. How Do Prior Outcomes Affect Risk Attitude? Comparing Escalation of Commitment and the House-Money Effect
    Decision Analysis, 2005, 2, (1), 30-43 Downloads View citations (19)
  4. Investment Decisions and Time Horizon: Risk Perception and Risk Behavior in Repeated Gambles
    Management Science, 2005, 51, (12), 1777-1790 Downloads View citations (34)
  5. Myopic prospect theory vs. myopic loss aversion: how general is the phenomenon?
    Journal of Economic Behavior & Organization, 2005, 56, (1), 25-38 Downloads View citations (26)
  6. Risk Aversion on Probabilities: Experimental Evidence of Deciding Between Lotteries
    Homo Oeconomicus, 2005, 22, 192-209 View citations (1)
    See also Working Paper (2005)
  7. September 11 and Stock Return Expectations of Individual Investors
    Review of Finance, 2005, 9, (2), 243-279 Downloads View citations (11)
    Also in Review of Finance, 2005, 9, (2), 243-279 (2005) Downloads View citations (5)

    See also Working Paper (2003)
  8. The role of non-financial factors in internal credit ratings
    Journal of Banking & Finance, 2005, 29, (2), 509-531 Downloads View citations (87)
    See also Working Paper (2002)

2004

  1. Ansätze zur Messung der Äquivalenz von Ratingsystemen
    Zeitschrift für Bankrecht und Bankwirtschaft (ZBB) / Journal of Banking Law and Banking (JBB), 2004, 16, (1), 28-37 Downloads
  2. How Do People Take into Account Weight, Strength and Quality of Segregated vs. Aggregated Data? Experimental Evidence
    Journal of Risk and Uncertainty, 2004, 29, (2), 113-142 Downloads View citations (6)
  3. Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements
    Journal of Banking & Finance, 2004, 28, (11), 2813-2843 Downloads View citations (173)
    See also Working Paper (2004)

2003

  1. Information Aggregation with Random Ordering: Cascades and Overconfidence
    Economic Journal, 2003, 113, (484), 166-189 Downloads View citations (45)
    See also Working Paper (2000)
  2. Momentum and Turnover: Evidence from the German Stock Market
    Schmalenbach Business Review (sbr), 2003, 55, (2), 108-135 Downloads View citations (10)
    See also Working Paper (2002)

2002

  1. Ambiguity Aversion, Comparative Ignorance, and Decision Context
    Organizational Behavior and Human Decision Processes, 2002, 88, (1), 476-498 Downloads View citations (13)

2001

  1. Generally accepted rating principles: A primer
    Journal of Banking & Finance, 2001, 25, (1), 3-23 Downloads View citations (60)
    See also Working Paper (2000)
  2. Marketmaking in the Laboratory: Does Competition Matter?
    Experimental Economics, 2001, 4, (1), 55-85 Downloads View citations (9)
    See also Working Paper (2001)
  3. Prospect Theory, Mental Accounting, and Differences in Aggregated and Segregated Evaluation of Lottery Portfolios
    Management Science, 2001, 47, (5), 716-733 Downloads View citations (27)
    See also Working Paper (1999)
  4. What Determines the Shape of the Probability Weighting Function Under Uncertainty?
    Management Science, 2001, 47, (12), 1712-1726 Downloads View citations (105)
    See also Working Paper (1998)

2000

  1. The impact of endowment framing on market prices -- an experimental analysis
    Journal of Economic Behavior & Organization, 2000, 41, (2), 159-176 Downloads View citations (15)

1998

  1. Bank behavior based on internal credit ratings of borrowers
    Journal of Banking & Finance, 1998, 22, (10-11), 1355-1383 Downloads View citations (100)
    See also Working Paper (1998)
  2. The disposition effect in securities trading: an experimental analysis
    Journal of Economic Behavior & Organization, 1998, 33, (2), 167-184 Downloads View citations (167)
    See also Working Paper (1991)

1997

  1. An Empirical Study on Intertemporal Decision Making Under Risk
    Management Science, 1997, 43, (6), 813-826 Downloads View citations (51)
  2. Preference for gradual resolution of uncertainty
    Theory and Decision, 1997, 43, (2), 167-185 Downloads View citations (7)

1995

  1. Ambiguity Aversion in First-Price Sealed-Bid Auctions
    Journal of Risk and Uncertainty, 1995, 11, (2), 123-37 View citations (34)
  2. Willingness-to-Pay and Willingness-to-Accept for Risky and Ambiguous Lotteries
    Journal of Risk and Uncertainty, 1995, 10, (3), 223-33 View citations (43)

1994

  1. An empirical comparison of utility assessment programs
    European Journal of Operational Research, 1994, 75, (3), 617-633 Downloads View citations (2)
  2. Testing choquet expected utility
    Journal of Economic Behavior & Organization, 1994, 25, (3), 437-457 Downloads View citations (16)
    See also Working Paper (1992)

1993

  1. Behavioral influences on weight judgments in multiattribute decision making
    European Journal of Operational Research, 1993, 67, (1), 1-12 Downloads View citations (70)
  2. Effects of Ambiguity in Market Experiments
    Management Science, 1993, 39, (5), 602-615 Downloads View citations (44)
  3. Risk-value models
    European Journal of Operational Research, 1993, 70, (2), 135-149 Downloads View citations (54)
  4. The Effect of Attribute Ranges on Weights in Multiattribute Utility Measurements
    Management Science, 1993, 39, (8), 937-943 Downloads View citations (41)

1992

  1. Recent Developments in Modeling Preferences: Uncertainty and Ambiguity
    Journal of Risk and Uncertainty, 1992, 5, (4), 325-70 View citations (351)
    See also Working Paper (1991)

1989

  1. Stochastic dominance with incomplete information on probabilities
    European Journal of Operational Research, 1989, 43, (3), 350-355 Downloads View citations (1)
  2. The Curse of Knowledge in Economic Settings: An Experimental Analysis
    Journal of Political Economy, 1989, 97, (5), 1232-54 Downloads View citations (93)

1988

  1. The Effects of Splitting Attributes on Weights in Multiattribute Utility Measurement
    Management Science, 1988, 34, (4), 431-445 Downloads View citations (40)

1987

  1. Decision making with incomplete information
    European Journal of Operational Research, 1987, 28, (1), 44-57 Downloads View citations (82)

1986

  1. Empirical investigation of some properties of the perceived riskiness of gambles
    Organizational Behavior and Human Decision Processes, 1986, 38, (1), 114-130 Downloads View citations (5)

1985

  1. A Method of Multiattribute Decision Making with Incomplete Information
    Management Science, 1985, 31, (11), 1365-1371 Downloads View citations (26)

Chapters

2010

  1. Framing Effects, Selective Information and Market Behavior: An Experimental Analysis
    Chapter 1 in Handbook of Behavioral Finance, 2010 Downloads
    See also Working Paper (2004)
 
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