Showing posts with label behavioral finance. Show all posts
Showing posts with label behavioral finance. Show all posts
Monday, May 3, 2021

3/5/21: Margin Debt: Things are FOMOing up...

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 Debt, debt and more FOMO... Source: topdowncharts.com and my annotations Ratio of leveraged longs to shorts is at around 3.5, which is 2014...
Tuesday, June 30, 2020

30/6/20: Long-Term Behavioral Implications of COVID19 Pandemic

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My article on the behavioural economics and finance implications of COVID19 pandemic is now available on @TheCurrency website:  https://ww...
Tuesday, January 21, 2020

21/1/20: Investor Fear and Uncertainty in Cryptocurrencies

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Our paper on behavioral biases in cryptocurrencies trading is now published by the Journal of Behavioral and Experimental Finance  volume ...
Friday, January 10, 2020

9/1/20: Herding and Anchoring in Cryptocurrency Markets

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Our new paper, with Daniel O'Loughlin, titled "Herding and Anchoring in Cryptocurrency Markets: Investor Reaction to Fear and Unc...
Saturday, January 12, 2019

11/1/19: Herding: the steady state of the uncertain markets

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Markets are herds. Care to believe in behavioral economics or not, safety is in liquidity and in benchmarking. Both mean that once large i...
Saturday, November 24, 2018

24/11/18: Wisdom of Crowds, Meta-Knowledge and Behavioral Biases in Scalable Data

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Social networks: scale, biases and the notion of the 'wisdom of crowds'... Here are my lecture notes from the Behavioral Finance a...
Sunday, April 29, 2018

28/4/18: Unintended Consequence of Tax Audits

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The law of unintended consequences applies to all policies and all state systems design, including tax policies, tax laws and tax enforcem...
Sunday, April 8, 2018

8/4/18: Talent vs Luck: Differentiating Success from Failure

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In their paper, "Talent vs Luck: the role of randomness in success and failure", A. Pluchino. A. E. Biondo, A. Rapisarda (25 Feb...
Sunday, October 22, 2017

22/10/17: Framing Effects and S&P500 Performance

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A great post highlighting the impact of framing on our perception of reality:  https://fat-pitch.blogspot.com/2017/10/using-time-scaling-a...
Tuesday, October 3, 2017

3/10/17: Ambiguity Fun: Perceptions of Rationality?

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Here is a very insightful and worth studying set of plots showing the perceived range of probabilities under subjective measure scenar...
Sunday, May 22, 2016

21/5/16: Manipulating Markets in Everything: Social Media, China, Europe

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So, Chinese Government swamps critical analysis with ‘positive’ social media posts, per Bloomberg report: http://www.bloomberg.com/news/ar...
Saturday, May 21, 2016

20/5/16: Business Owners: Not Great With Counterfactuals

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A recent paper, based on a “survey of participants in a large-scale business plan competition experiment, [in Nigeria] in which winners re...
Tuesday, November 27, 2012

27/11/2012: Neural Data and Investor Behavior

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Fascinating stuff... really: a new study, titled "Testing Theories of Investor Behavior Using Neural Data" by Cary Frydman, Nich...
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Monday, November 5, 2012

5/11/2012: Academic research and market efficiency

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Fascinating article on both the issue of markets efficiency (pricing-in of newsflows) and the impact of herding via learning (triggered by...
Friday, May 11, 2012

11/5/2012: Ignoring that which almost happened?

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In recent years, I am finding myself migrating more firmly toward behavioralist views on finance and economics. Not that this view, in my m...
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