A special issue of International Journal of Behavioural Accounting and Finance
Behavioural finance studies how psychological factors influence decision making in financial markets. This includes the study of how information processing by investors may be influenced by psychological factors, such as memory bias, overconfidence or conservatism. It encompasses framing, mental accounting and the house-money effect as explanations of investor decisions, and considers market and modelling factors that can limit arbitrage.
The special issue welcomes theoretical or empirical studies that adopt a behavioural approach to explaining financial market activity including, but not limited to, the following topics:
- Asset pricing
- Risk management
- Portfolio management and asset allocation
- Market microstructure
- Market integration
- Market volatility, bubbles and crashes
- Information processing by investors
- Investor decision-making
- Limits to arbitrage
Deadline for submission: 15 June, 2008
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